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

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V-Lab

AUK Corp Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, May 3rd, 2024:39.71% (-0.42%)

Analysis last updated: Friday, May 3, 2024 at 10:27 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.9710	5.74
$α$	0.0685	5.34
$β$	0.8640	43.05
$γ_{1}$	-0.1156	-1.61
$γ_{2}$	0.1025	0.95
$γ_{3}$	0.0246	0.30
$γ_{4}$	0.0732	1.00
$γ_{5}$	-0.2180	-3.10
$γ_{6}$	0.2505	2.66
$γ_{7}$	-0.1674	-1.10
$γ_{8}$	0.0637	0.34
$γ_{9}$	-0.0211	-0.16

Estimation Period:
Oct 16, 1996 to Apr 30, 2024

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