V-Lab: Paysafe Group Ltd Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Paysafe Group Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, December 21st, 2017:4.01% (-0.22%)

Analysis last updated: Wednesday, December 20, 2017 at 05:20 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.3672	2.07
$α$	0.2086	6.56
$β$	0.7680	22.19
$γ_{1}$	-0.1331	-0.24
$γ_{2}$	-0.0334	-0.03
$γ_{3}$	0.1394	0.18
$γ_{4}$	0.0153	0.03
$γ_{5}$	0.1800	0.47
$γ_{6}$	0.0566	0.13
$γ_{7}$	-1.4916	-3.19
$γ_{8}$	2.2251	6.87

Estimation Period:
Apr 13, 2004 to Dec 15, 2017

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts