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

V-Lab

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V-Lab

Oyang Corp Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, May 7th, 2024:16.60% (-0.87%)

Analysis last updated: Saturday, May 4, 2024 at 11:11 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.6682	5.31
$α$	0.1853	10.25
$β$	0.7598	41.52
$γ_{1}$	-0.1363	-2.40
$γ_{2}$	0.2629	3.09
$γ_{3}$	-0.2426	-3.82
$γ_{4}$	0.1374	2.19
$γ_{5}$	0.0091	0.13
$γ_{6}$	-0.1083	-1.17
$γ_{7}$	0.1548	1.42
$γ_{8}$	-0.0962	-0.96
$γ_{9}$	-0.0223	-0.28
$γ_{10}$	0.0848	1.90

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts