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

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V-Lab

Vivien Corp Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 29th, 2024:40.23% (-0.81%)

Analysis last updated: Saturday, April 27, 2024 at 11:55 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.5698	3.31
$α$	0.2801	5.87
$β$	0.5945	12.18
$γ_{1}$	0.0040	0.05
$γ_{2}$	0.0219	0.19
$γ_{3}$	-0.1518	-2.53
$γ_{4}$	0.1930	3.90
$γ_{5}$	-0.0256	-0.42
$γ_{6}$	-0.1479	-2.08
$γ_{7}$	0.1487	2.10
$γ_{8}$	0.0806	0.81
$γ_{9}$	-0.2229	-1.66
$γ_{10}$	0.1028	1.04

Estimation Period:
Jan 3, 1990 to Apr 26, 2024

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