V-Lab: Motonic Corp Zero Slope Spline-GARCH Volatility Analysis

V-Lab

| |

V-Lab

Motonic Corp Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 29th, 2024:13.17% (-0.64%)

Analysis last updated: Saturday, April 27, 2024 at 11:48 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.8112	5.83
$α$	0.1016	8.01
$β$	0.8233	35.83
$γ_{1}$	0.0337	0.46
$γ_{2}$	-0.1700	-1.59
$γ_{3}$	0.1719	2.21
$γ_{4}$	-0.0153	-0.18
$γ_{5}$	-0.0069	-0.09
$γ_{6}$	0.0027	0.04
$γ_{7}$	-0.1389	-1.99
$γ_{8}$	0.3841	4.31
$γ_{9}$	-0.5919	-5.24
$γ_{10}$	0.4990	5.72

Estimation Period:
Jan 14, 1994 to Apr 26, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts