V-Lab: VeriSign Inc Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

VeriSign Inc Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, May 8th, 2024:22.91% (-1.16%)

Analysis last updated: Tuesday, May 7, 2024 at 10:03 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.6061	6.58
$α$	0.0964	5.58
$β$	0.8567	33.09
$γ_{1}$	-0.0823	-4.03
$γ_{2}$	0.1317	3.87
$γ_{3}$	-0.0737	-2.45
$γ_{4}$	0.0592	2.17
$γ_{5}$	-0.0690	-2.02

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts