V-Lab: E-MART Inc Zero Slope Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

E-MART Inc Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, May 7th, 2024:27.90% (-0.10%)

Analysis last updated: Saturday, May 4, 2024 at 11:01 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.3591	9.68
$α$	0.0550	3.77
$β$	0.8063	14.23
$γ_{1}$	0.0642	2.82
$γ_{2}$	-0.0834	-2.39
$γ_{3}$	0.0238	1.20

Estimation Period:
Jun 10, 2011 to May 3, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts