V-Lab: Inzi Controls Co Ltd Zero Slope Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

Inzi Controls Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 29th, 2024:28.72% (+0.11%)

Analysis last updated: Saturday, April 27, 2024 at 11:44 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.2459	6.55
$α$	0.1830	8.13
$β$	0.7267	25.20
$γ_{1}$	-0.1863	-3.50
$γ_{2}$	0.2580	3.08
$γ_{3}$	-0.0358	-0.47
$γ_{4}$	-0.0657	-0.88
$γ_{5}$	-0.0169	-0.28
$γ_{6}$	0.1780	3.23
$γ_{7}$	-0.2535	-4.68
$γ_{8}$	0.1631	4.02

Estimation Period:
Jun 23, 1997 to Apr 26, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts