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

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V-Lab

THN Corp Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, May 14th, 2024:28.07% (+0.51%)

Analysis last updated: Wednesday, May 15, 2024 at 02:26 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.9671	6.98
$α$	0.2096	6.91
$β$	0.6521	16.77
$γ_{1}$	-0.2251	-3.41
$γ_{2}$	0.3320	3.27
$γ_{3}$	-0.2071	-2.94
$γ_{4}$	0.2040	3.22
$γ_{5}$	-0.2153	-3.17
$γ_{6}$	0.2566	4.04
$γ_{7}$	-0.2269	-3.75
$γ_{8}$	0.0571	0.81
$γ_{9}$	0.0589	1.11

Estimation Period:
Jul 31, 1996 to May 10, 2024

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