V-Lab: ams-OSRAM AG Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

ams-OSRAM AG Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, May 6th, 2024:75.17% (+4.10%)

Analysis last updated: Saturday, May 4, 2024 at 07:34 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.9266	5.28
$α$	0.1312	5.43
$β$	0.5798	8.04
$γ_{1}$	0.4183	1.55
$γ_{2}$	-0.5635	-1.23
$γ_{3}$	-0.0465	-0.15
$γ_{4}$	0.4850	2.35
$γ_{5}$	-0.3950	-1.78
$γ_{6}$	0.0836	0.32
$γ_{7}$	0.1268	0.52
$γ_{8}$	-0.3949	-1.98
$γ_{9}$	0.6188	3.41
$γ_{10}$	-0.4865	-3.32

Estimation Period:
May 14, 2004 to May 3, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts