V-Lab: Sunny Electronics Corp Spline-GARCH Volatility Analysis

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V-Lab

Sunny Electronics Corp Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, May 10th, 2024:22.51% (-0.67%)

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
$ω$	0.5566	7.98
$α$	0.1787	8.44
$β$	0.7281	29.23
$γ_{1}$	-0.0215	-0.76
$γ_{2}$	0.0272	0.63
$γ_{3}$	-0.0486	-1.53
$γ_{4}$	0.0530	1.52
$γ_{5}$	0.0447	1.13
$γ_{6}$	-0.1205	-2.72
$γ_{7}$	0.1159	2.35
$γ_{8}$	-0.1868	-2.93

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts