V-Lab: Total System Services Inc Zero Slope Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

Total System Services Inc Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, September 18th, 2019:23.36% (-0.65%)

Analysis last updated: Tuesday, September 17, 2019 at 09:24 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.6688	5.14
$α$	0.1972	8.12
$β$	0.6644	18.66
$γ_{1}$	0.2068	3.29
$γ_{2}$	-0.3278	-3.64
$γ_{3}$	0.1615	2.81
$γ_{4}$	-0.0983	-1.62
$γ_{5}$	0.1148	1.29
$γ_{6}$	-0.1262	-1.18
$γ_{7}$	0.1178	1.36
$γ_{8}$	-0.0354	-0.50
$γ_{9}$	-0.0281	-0.56

Estimation Period:
Jan 1, 1990 to Sep 13, 2019

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts