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

V-Lab

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V-Lab

TYM Corp Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 2nd, 2024:36.38% (-1.21%)

Analysis last updated: Thursday, May 2, 2024 at 11:52 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.7799	4.04
$α$	0.1135	7.82
$β$	0.8604	50.43
$γ_{1}$	0.0221	0.36
$γ_{2}$	0.0008	0.01
$γ_{3}$	-0.1208	-1.86
$γ_{4}$	0.1675	2.19
$γ_{5}$	-0.1086	-1.28
$γ_{6}$	0.0759	0.83
$γ_{7}$	-0.0008	-0.01
$γ_{8}$	-0.1149	-1.71
$γ_{9}$	0.1095	2.11

Estimation Period:
Jan 3, 1990 to Apr 30, 2024

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