V-Lab: American International Group Inc Zero Slope Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

American International Group Inc Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, May 8th, 2024:22.54% (-0.85%)

Analysis last updated: Tuesday, May 7, 2024 at 09:22 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.8441	5.03
$α$	0.0915	10.08
$β$	0.9003	93.69
$γ_{1}$	-0.0001	-0.28

Estimation Period:
Jan 2, 1990 to May 3, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts