V-Lab: Y2 Solution Co Ltd Zero Slope Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

Y2 Solution Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, May 7th, 2024:56.50% (-6.10%)

Analysis last updated: Saturday, May 4, 2024 at 11:07 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.8942	8.55
$α$	0.2001	7.02
$β$	0.6317	13.69
$γ_{1}$	-0.0490	-3.15
$γ_{2}$	0.0692	2.90
$γ_{3}$	-0.0247	-1.37
$γ_{4}$	0.0068	0.32
$γ_{5}$	-0.0033	-0.16

Estimation Period:
Dec 21, 1995 to May 3, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts