V-Lab: Liberty All-Star Growth Fund Inc Zero Slope Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

Liberty All-Star Growth Fund Inc Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, May 21st, 2024:15.42% (-0.40%)

Analysis last updated: Monday, May 20, 2024 at 09:52 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.8706	6.73
$α$	0.1144	8.81
$β$	0.8606	66.62
$γ_{1}$	0.0195	1.63
$γ_{2}$	-0.0501	-2.80
$γ_{3}$	0.0488	4.01
$γ_{4}$	-0.0148	-1.50
$γ_{5}$	-0.0090	-1.24

Estimation Period:
Jan 2, 1990 to May 17, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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