V-Lab: VeriSign Inc Zero Slope Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

VeriSign Inc Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, May 7th, 2024:25.54% (-1.23%)

Analysis last updated: Monday, May 6, 2024 at 09:18 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.6236	6.49
$α$	0.0958	5.64
$β$	0.8601	34.86
$γ_{1}$	-0.0804	-3.86
$γ_{2}$	0.1272	3.67
$γ_{3}$	-0.0665	-2.17
$γ_{4}$	0.0438	1.73
$γ_{5}$	-0.0315	-2.03

Estimation Period:
Jan 30, 1998 to May 3, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts