V-Lab: Amedeo Air Four Plus Limited Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

Amedeo Air Four Plus Limited Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, May 20th, 2024:17.43% (-7.20%)

Analysis last updated: Saturday, May 18, 2024 at 09:39 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

Parameter Estimates

	param	t-stat
$ω$	1.7037	0.79
$α$	0.8484	8.12
$β$	0.1294	1.95
$γ_{1}$	1.5550	0.71
$γ_{2}$	-2.4293	-0.79
$γ_{3}$	2.4322	1.28
$γ_{4}$	-2.6679	-1.67
$γ_{5}$	2.9570	2.13
$γ_{6}$	-4.5613	-2.34
$γ_{7}$	3.7712	1.80
$γ_{8}$	-0.8301	-0.40
$γ_{9}$	-1.4553	-0.67
$γ_{10}$	3.0668	0.93

Estimation Period:
May 12, 2015 to May 17, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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