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

V-Lab

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V-Lab

Fursys Inc Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, May 3rd, 2024:21.05% (-0.23%)

Analysis last updated: Friday, May 3, 2024 at 10:28 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.6839	3.88
$α$	0.1650	4.32
$β$	0.7640	20.15
$γ_{1}$	-0.0654	-0.54
$γ_{2}$	-0.0069	-0.04
$γ_{3}$	0.2602	1.87
$γ_{4}$	-0.3287	-2.27
$γ_{5}$	0.1522	1.17
$γ_{6}$	0.0518	0.37
$γ_{7}$	-0.2491	-1.43
$γ_{8}$	0.4679	2.76
$γ_{9}$	-0.4616	-3.10
$γ_{10}$	0.2346	2.40

Estimation Period:
Dec 25, 1996 to Apr 30, 2024

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