V-Lab: GS Engineering & Construction Corp Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

GS Engineering & Construction Corp Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, May 17th, 2024:28.32% (-0.51%)

Analysis last updated: Saturday, May 18, 2024 at 12:21 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.6258	6.51
$α$	0.0901	7.90
$β$	0.8498	49.11
$γ_{1}$	-0.0041	-0.10
$γ_{2}$	0.0558	0.97
$γ_{3}$	-0.1765	-4.46
$γ_{4}$	0.2235	5.87
$γ_{5}$	-0.1442	-3.93
$γ_{6}$	0.0597	1.83
$γ_{7}$	-0.0243	-0.73
$γ_{8}$	0.0149	0.38
$γ_{9}$	-0.0011	-0.04

Estimation Period:
Jan 3, 1990 to May 14, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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