V-Lab
V-Lab

Firsthand Technology Value Fund Inc Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, May 6th, 2024:152.94% (+61.69%)

Analysis last updated: Saturday, May 4, 2024 at 05:58 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Firsthand Technology Value Fund Inc SGARCH
paramt-stat
ω1.16202.42
α0.28777.32
β0.627017.07
γ1-1.2368-1.21
γ22.90121.90
γ3-3.0312-3.02
γ41.87562.57
γ50.05990.09
γ6-1.1958-1.54
γ71.02931.51
γ8-1.0040-1.29
γ91.48941.56
γ10-1.1682-1.19
Estimation Period:
Apr 19, 2011 to May 3, 2024
Impact of return on volatility tomorrow
Volatility Forecasts