V-Lab: Abaxis Inc Zero Slope Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

Abaxis Inc Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, August 1st, 2018:29.55% (0.00%)

Analysis last updated: Tuesday, July 31, 2018 at 10:32 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.8491	8.17
$α$	0.1429	6.17
$β$	0.6696	13.04
$γ_{1}$	0.0017	0.31
$γ_{2}$	-0.0004	-0.05
$γ_{3}$	0.0021	0.51

Estimation Period:
Jan 23, 1992 to Jul 27, 2018

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts