V-Lab: Textura Corp Zero Slope Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

Textura Corp Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, June 13th, 2016:58.32% (0.00%)

Analysis last updated: Saturday, June 11, 2016 at 05:59 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

Parameter Estimates

	param	t-stat
$ω$	0.8881	3.82
$α$	0.0000	0.00
$β$	0.9456	0.16
$γ_{1}$	-0.8679	-0.61
$γ_{2}$	-1.0186	-0.50
$γ_{3}$	4.9083	3.67
$γ_{4}$	-4.3108	-3.63

Estimation Period:
Jun 7, 2013 to Jun 10, 2016

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts