V-Lab: Capro Corp Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

Capro Corp Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 2nd, 2024:0.00% (0.00%)

Analysis last updated: Wednesday, May 1, 2024 at 10:04 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.9031	1.48
$α$	0.3288	50.73
$β$	0.6667	126.10
$γ_{1}$	0.0357	0.31
$γ_{2}$	-0.0930	-0.45
$γ_{3}$	0.0366	0.22
$γ_{4}$	0.0369	0.31
$γ_{5}$	0.0108	0.11
$γ_{6}$	-0.0895	-1.11
$γ_{7}$	0.1438	2.04
$γ_{8}$	-0.1899	-2.59
$γ_{9}$	0.2749	2.97
$γ_{10}$	-2.3028	-15.93

Estimation Period:
Jan 3, 1990 to Apr 30, 2024

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