V-Lab: Inscobee Inc Zero Slope Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

Inscobee Inc Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 29th, 2024:50.41% (+4.29%)

Analysis last updated: Saturday, April 27, 2024 at 11:50 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.5278	9.52
$α$	0.1587	10.33
$β$	0.6866	20.84
$γ_{1}$	-0.0621	-1.49
$γ_{2}$	0.1510	2.44
$γ_{3}$	-0.2224	-5.32
$γ_{4}$	0.2207	5.08
$γ_{5}$	-0.1218	-2.66
$γ_{6}$	0.0381	0.83
$γ_{7}$	-0.0235	-0.49
$γ_{8}$	0.0615	1.03
$γ_{9}$	-0.1114	-1.82
$γ_{10}$	0.1192	3.03

Estimation Period:
Jan 3, 1990 to Apr 26, 2024

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Volatility Forecasts

Volatility Forecasts