V-Lab: Western Union Co/The Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Western Union Co/The Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, May 1st, 2024:25.07% (-0.88%)

Analysis last updated: Tuesday, April 30, 2024 at 10:15 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.0380	3.78
$α$	0.1166	4.81
$β$	0.7225	13.25
$γ_{1}$	0.1855	0.69
$γ_{2}$	-0.6566	-1.72
$γ_{3}$	0.9870	3.24
$γ_{4}$	-0.9107	-2.16
$γ_{5}$	0.6382	1.46
$γ_{6}$	-0.4668	-1.42
$γ_{7}$	0.5549	2.17
$γ_{8}$	-0.4722	-1.94
$γ_{9}$	0.0770	0.37
$γ_{10}$	0.0963	0.70

Estimation Period:
Sep 21, 2006 to Apr 26, 2024

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