V-Lab: IHQ Inc Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

IHQ Inc Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 2nd, 2024:0.00% (0.00%)

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
$ω$	1.2012	2.23
$α$	0.1442	11.17
$β$	0.8534	71.92
$γ_{1}$	-0.1443	-0.84
$γ_{2}$	0.2283	0.95
$γ_{3}$	-0.1361	-1.00
$γ_{4}$	-0.0097	-0.09
$γ_{5}$	0.1350	1.18
$γ_{6}$	-0.1278	-1.08
$γ_{7}$	0.0879	0.76
$γ_{8}$	-0.1095	-0.61
$γ_{9}$	-1.1363	-3.88
$γ_{10}$	2.4867	8.44

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

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