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

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V-Lab

GS Engineering & Construction Corp Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, May 17th, 2024:26.78% (-0.53%)

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
$ω$	0.5849	6.02
$α$	0.0891	7.78
$β$	0.8506	49.06
$γ_{1}$	-0.0244	-0.60
$γ_{2}$	0.0865	1.46
$γ_{3}$	-0.1956	-4.93
$γ_{4}$	0.2407	6.34
$γ_{5}$	-0.1605	-4.39
$γ_{6}$	0.0742	2.28
$γ_{7}$	-0.0379	-1.11
$γ_{8}$	0.0327	0.73
$γ_{9}$	-0.0378	-0.62

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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