V-Lab: Xylem Inc/NY Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Xylem Inc/NY Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, May 6th, 2024:22.65% (-1.26%)

Analysis last updated: Friday, May 3, 2024 at 09:53 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.4475	6.10
$α$	0.0834	4.55
$β$	0.7900	16.83
$γ_{1}$	1.2921	2.04
$γ_{2}$	-2.1037	-1.87
$γ_{3}$	1.2953	1.49
$γ_{4}$	-0.7613	-1.22
$γ_{5}$	0.6565	1.24
$γ_{6}$	-0.4396	-0.67
$γ_{7}$	-0.3590	-0.51
$γ_{8}$	1.1008	2.05
$γ_{9}$	-1.5233	-3.27
$γ_{10}$	1.2626	3.41

Estimation Period:
Oct 13, 2011 to May 3, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts