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Studio Santa Claus Ent Co Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, June 5th, 2025:0.00% (0.00%)
Analysis last updated: Thursday, June 5, 2025 at 11:24 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Studio Santa Claus Ent Co S0GARCH
paramt-stat
ω1.75172.69
α0.38705.93
β0.61239.36
γ1-5.5624-1.12
γ2-7.0031-0.27
γ345.38130.59
γ4-63.5113-0.66
γ541.75770.62
γ63.24910.06
γ7-44.9828-0.66
γ810.11070.14
γ975.13191.09
γ10-71.3628-1.34
Estimation Period:
Dec 29, 2014 to Jun 2, 2025
Impact of return on volatility tomorrow
Volatility Forecasts