V-Lab: NICE Holdings Co Ltd Spline-GARCH Volatility Analysis

V-Lab

| |

V-Lab

NICE Holdings Co Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 16th, 2024:25.19% (-1.05%)

Analysis last updated: Thursday, May 16, 2024 at 11:24 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.6890	3.34
$α$	0.1199	6.28
$β$	0.8401	36.75
$γ_{1}$	-0.0770	-1.98
$γ_{2}$	0.1225	2.21
$γ_{3}$	-0.1000	-2.67
$γ_{4}$	0.1268	3.12

Estimation Period:
Feb 4, 2004 to May 14, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts