V-Lab: Firsthand Technology Value Fund Inc Zero Slope Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

Firsthand Technology Value Fund Inc Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, April 30th, 2024:102.30% (-2.96%)

Analysis last updated: Tuesday, April 30, 2024 at 02:02 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.1781	2.41
$α$	0.2875	7.32
$β$	0.6283	17.28
$γ_{1}$	-1.2084	-1.17
$γ_{2}$	2.8607	1.85
$γ_{3}$	-3.0011	-2.97
$γ_{4}$	1.8237	2.50
$γ_{5}$	0.1268	0.19
$γ_{6}$	-1.2539	-1.59
$γ_{7}$	1.1032	1.62
$γ_{8}$	-1.1587	-1.54
$γ_{9}$	1.7724	2.05
$γ_{10}$	-1.7346	-2.95

Estimation Period:
Apr 19, 2011 to Apr 19, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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