V-Lab: Superior Plus Corp Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

Superior Plus Corp Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, April 26th, 2024:20.25% (-0.47%)

Analysis last updated: Friday, April 26, 2024 at 02:05 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.8797	5.62
$α$	0.1234	7.14
$β$	0.7824	29.67
$γ_{1}$	0.1771	1.85
$γ_{2}$	-0.3842	-2.48
$γ_{3}$	0.5326	3.84
$γ_{4}$	-0.6015	-3.88
$γ_{5}$	0.3686	2.40
$γ_{6}$	-0.1021	-0.78
$γ_{7}$	-0.0238	-0.21
$γ_{8}$	0.1060	0.99
$γ_{9}$	-0.1130	-0.72
$γ_{10}$	-0.0050	-0.02

Estimation Period:
Oct 9, 1996 to Apr 19, 2024

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Volatility Forecasts

Volatility Forecasts