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

V-Lab

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V-Lab

Whirlpool Corp Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 2nd, 2024:46.11% (-3.69%)

Analysis last updated: Wednesday, May 1, 2024 at 10:42 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.1040	9.24
$α$	0.0980	7.07
$β$	0.7805	26.37
$γ_{1}$	-0.0062	-0.29
$γ_{2}$	0.0809	2.50
$γ_{3}$	-0.1736	-7.23
$γ_{4}$	0.1943	8.66
$γ_{5}$	-0.1747	-7.60
$γ_{6}$	0.1156	3.93
$γ_{7}$	-0.0312	-0.87
$γ_{8}$	-0.0145	-0.50

Estimation Period:
Jan 1, 1990 to Apr 26, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts