V-Lab: Fursys Inc Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

Fursys Inc Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, May 10th, 2024:18.25% (-0.72%)

Analysis last updated: Saturday, May 11, 2024 at 03:48 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.6919	4.00
$α$	0.1640	4.56
$β$	0.7625	20.71
$γ_{1}$	-0.0508	-0.43
$γ_{2}$	-0.0328	-0.19
$γ_{3}$	0.2819	2.04
$γ_{4}$	-0.3472	-2.41
$γ_{5}$	0.1659	1.29
$γ_{6}$	0.0419	0.30
$γ_{7}$	-0.2380	-1.39
$γ_{8}$	0.4427	2.76
$γ_{9}$	-0.3882	-3.12
$γ_{10}$	0.0017	0.01

Estimation Period:
Dec 25, 1996 to May 3, 2024

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Volatility Forecasts

Volatility Forecasts