V-Lab: Resonac Holdings Corp Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

Resonac Holdings Corp Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, May 10th, 2024:39.84% (-1.82%)

Analysis last updated: Saturday, May 11, 2024 at 05:03 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.8733	7.36
$α$	0.1015	8.90
$β$	0.8433	50.77
$γ_{1}$	-0.0789	-2.68
$γ_{2}$	0.1696	3.91
$γ_{3}$	-0.2083	-6.96
$γ_{4}$	0.2240	7.77
$γ_{5}$	-0.1912	-6.61
$γ_{6}$	0.1642	4.91
$γ_{7}$	-0.1460	-3.79
$γ_{8}$	0.1251	2.12

Estimation Period:
Jan 3, 1990 to May 3, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts