V-Lab: Motonic Corp Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

Motonic Corp Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, May 10th, 2024:10.10% (+0.28%)

Analysis last updated: Saturday, May 11, 2024 at 03:51 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.8924	6.63
$α$	0.1034	7.99
$β$	0.8177	33.99
$γ_{1}$	0.0905	1.31
$γ_{2}$	-0.2534	-2.49
$γ_{3}$	0.2130	2.80
$γ_{4}$	-0.0357	-0.43
$γ_{5}$	-0.0014	-0.02
$γ_{6}$	0.0053	0.08
$γ_{7}$	-0.1419	-2.08
$γ_{8}$	0.3821	4.34
$γ_{9}$	-0.5814	-4.89
$γ_{10}$	0.4625	3.24

Estimation Period:
Jan 14, 1994 to May 3, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts