V-Lab: INFAC Corp Spline-GARCH Volatility Analysis

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V-Lab

INFAC Corp Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, May 8th, 2024:23.52% (+0.46%)

Analysis last updated: Thursday, May 9, 2024 at 12:36 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.7964	5.38
$α$	0.1660	4.83
$β$	0.7229	15.13
$γ_{1}$	-0.3192	-3.07
$γ_{2}$	0.6024	3.87
$γ_{3}$	-0.3904	-2.90
$γ_{4}$	0.1812	1.26
$γ_{5}$	-0.2282	-1.81
$γ_{6}$	0.3162	2.87
$γ_{7}$	-0.3460	-2.88
$γ_{8}$	0.4640	3.09
$γ_{9}$	-0.4457	-3.04
$γ_{10}$	0.0670	0.41

Estimation Period:
Aug 1, 1996 to May 3, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts