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

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V-Lab

ams-OSRAM AG Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, May 6th, 2024:98.95% (+3.20%)

Analysis last updated: Saturday, May 4, 2024 at 07:33 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.9924	6.99
$α$	0.1385	5.69
$β$	0.5900	8.78
$γ_{1}$	0.4198	4.05
$γ_{2}$	-0.7607	-4.33
$γ_{3}$	0.5519	3.69
$γ_{4}$	-0.2603	-1.87
$γ_{5}$	0.0836	0.55
$γ_{6}$	-0.1036	-0.72
$γ_{7}$	0.0583	0.49
$γ_{8}$	0.2814	1.55

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts