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

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V-Lab

INFAC Corp Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 29th, 2024:31.08% (-0.48%)

Analysis last updated: Saturday, April 27, 2024 at 11:46 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.8321	5.40
$α$	0.1662	4.86
$β$	0.7206	15.08
$γ_{1}$	-0.2878	-2.76
$γ_{2}$	0.5492	3.51
$γ_{3}$	-0.3508	-2.58
$γ_{4}$	0.1494	1.03
$γ_{5}$	-0.2036	-1.61
$γ_{6}$	0.2997	2.71
$γ_{7}$	-0.3409	-2.84
$γ_{8}$	0.4805	3.23
$γ_{9}$	-0.5085	-3.76
$γ_{10}$	0.2609	3.02

Estimation Period:
Aug 1, 1996 to Apr 26, 2024

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