V-Lab: ANA Holdings Inc Zero Slope Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

ANA Holdings Inc Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, May 1st, 2024:23.21% (+0.98%)

Analysis last updated: Wednesday, May 1, 2024 at 10:45 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.2996	5.72
$α$	0.0854	7.43
$β$	0.8862	57.88
$γ_{1}$	0.0053	0.20
$γ_{2}$	0.0092	0.22
$γ_{3}$	-0.0624	-2.05
$γ_{4}$	0.1177	3.79
$γ_{5}$	-0.1321	-3.98
$γ_{6}$	0.0976	3.08
$γ_{7}$	-0.0425	-2.07

Estimation Period:
Jan 3, 1990 to Apr 26, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts