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

V-Lab

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V-Lab

SIMPAC Inc Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, May 7th, 2024:42.42% (+2.52%)

Analysis last updated: Saturday, May 4, 2024 at 11:09 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.7133	6.20
$α$	0.1082	9.52
$β$	0.8436	49.85
$γ_{1}$	0.0004	0.01
$γ_{2}$	0.0358	0.70
$γ_{3}$	-0.1277	-3.67
$γ_{4}$	0.1472	4.05
$γ_{5}$	-0.0905	-2.64
$γ_{6}$	0.0368	1.02
$γ_{7}$	0.0703	1.73
$γ_{8}$	-0.1207	-3.72

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

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Volatility Forecasts

Volatility Forecasts