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

V-Lab

| |

V-Lab

ANA Holdings Inc Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, April 30th, 2024:20.05% (-0.85%)

Analysis last updated: Sunday, April 28, 2024 at 12:11 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.1577	6.02
$α$	0.0948	6.76
$β$	0.8552	43.43
$γ_{1}$	-0.0323	-1.04
$γ_{2}$	0.0881	1.88
$γ_{3}$	-0.1416	-4.30
$γ_{4}$	0.1578	5.19
$γ_{5}$	-0.0851	-2.49
$γ_{6}$	-0.0328	-0.83
$γ_{7}$	0.1408	2.97
$γ_{8}$	-0.2803	-3.45

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts