V-Lab: Scripps Networks Interactive Inc Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

Scripps Networks Interactive Inc Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, March 7th, 2018:10.11% (-0.59%)

Analysis last updated: Tuesday, March 6, 2018 at 10:12 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

Parameter Estimates

	param	t-stat
$ω$	2.1193	7.94
$α$	0.1912	2.58
$β$	0.6145	5.23
$γ_{1}$	0.2715	3.88
$γ_{2}$	-0.3654	-3.04
$γ_{3}$	0.2687	2.08
$γ_{4}$	-0.6110	-3.27

Estimation Period:
Jun 12, 2008 to Mar 2, 2018

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts