V-Lab: Oyang Corp Spline-GARCH Volatility Analysis

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V-Lab

Oyang Corp Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 9th, 2024:9.47% (-0.82%)

Analysis last updated: Thursday, May 9, 2024 at 11:11 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.5896	5.08
$α$	0.1913	10.37
$β$	0.7393	36.52
$γ_{1}$	-0.1741	-3.11
$γ_{2}$	0.3199	3.92
$γ_{3}$	-0.2748	-4.72
$γ_{4}$	0.1557	2.67
$γ_{5}$	0.0082	0.13
$γ_{6}$	-0.1247	-1.46
$γ_{7}$	0.1873	1.86
$γ_{8}$	-0.1497	-1.58
$γ_{9}$	0.0893	1.15
$γ_{10}$	-0.2292	-2.82

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

News Impact Curve

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Volatility Forecasts

Volatility Forecasts