V-Lab: TYM Corp Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

TYM Corp Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, May 10th, 2024:29.00% (-0.79%)

Analysis last updated: Saturday, May 11, 2024 at 03:54 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.6972	4.00
$α$	0.1063	8.15
$β$	0.8759	60.43
$γ_{1}$	-0.0122	-1.12
$γ_{2}$	0.0002	0.01
$γ_{3}$	0.0385	2.76
$γ_{4}$	-0.0623	-2.91

Estimation Period:
Jan 3, 1990 to May 3, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts