V-Lab: Sidiz Inc Zero Slope Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

Sidiz Inc Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, May 7th, 2024:22.17% (-0.94%)

Analysis last updated: Saturday, May 4, 2024 at 10:59 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.6748	3.53
$α$	0.2618	5.84
$β$	0.5940	9.76
$γ_{1}$	0.3212	0.58
$γ_{2}$	-0.3173	-0.34
$γ_{3}$	0.4591	0.47
$γ_{4}$	-0.9789	-0.95
$γ_{5}$	0.7155	0.73
$γ_{6}$	-0.3750	-0.40
$γ_{7}$	-0.0205	-0.02
$γ_{8}$	0.9406	0.95
$γ_{9}$	-1.6633	-1.28
$γ_{10}$	1.3972	1.45

Estimation Period:
Jan 25, 2011 to May 3, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts