V-Lab: STIC Investments Inc Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

STIC Investments Inc Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:28.86% (-0.93%)

Analysis last updated: Sunday, April 21, 2024 at 12:11 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.0814	4.42
$α$	0.0916	5.30
$β$	0.8250	24.22
$γ_{1}$	-0.0328	-0.25
$γ_{2}$	0.0012	0.01
$γ_{3}$	0.0624	0.53
$γ_{4}$	-0.0166	-0.18
$γ_{5}$	-0.0206	-0.21
$γ_{6}$	-0.0339	-0.29
$γ_{7}$	0.0384	0.27
$γ_{8}$	0.1888	1.48
$γ_{9}$	-0.4776	-4.25
$γ_{10}$	0.4299	4.95

Estimation Period:
Nov 25, 1997 to Apr 19, 2024

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