V-Lab: Westshore Terminals Investment Corp Spline-GARCH Volatility Analysis

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V-Lab

Westshore Terminals Investment Corp Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, April 26th, 2024:22.97% (+0.47%)

Analysis last updated: Friday, April 26, 2024 at 02:08 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.7448	5.27
$α$	0.1253	7.50
$β$	0.8010	30.56
$γ_{1}$	-0.1223	-1.87
$γ_{2}$	0.1713	1.86
$γ_{3}$	-0.0507	-0.82
$γ_{4}$	-0.0787	-1.09
$γ_{5}$	0.2288	2.58
$γ_{6}$	-0.2634	-2.26
$γ_{7}$	0.2098	1.81
$γ_{8}$	-0.2987	-2.38

Estimation Period:
Jan 30, 1998 to Apr 19, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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