V-Lab
SBW Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, May 7th, 2024:0.00% (0.00%)
Analysis last updated: Tuesday, May 7, 2024 at 10:43 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 17.4191 | 174190900.00 | |
| 0.6560 | 6559680.00 | |
| 0.3440 | 3440320.00 | |
| -4.1588 | -41587890.00 | |
| -10.9581 | -109580700.00 | |
| 38.3497 | 383497300.00 | |
| -25.0089 | -250089200.00 | |
| -13.5188 | -135188000.00 | |
| 24.1911 | 241910800.00 | |
| -8.4199 | -84198760.00 | |
| 16.3797 | 163797100.00 | |
| -79.5684 | -795683800.00 | |
| 107.6286 | 1076286000.00 |
Estimation Period:
Jun 10, 2008 to May 3, 2024
Jun 10, 2008 to May 3, 2024