V-Lab: Broadridge Financial Solutions Inc Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Broadridge Financial Solutions Inc Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, November 5th, 2024:17.79% (-0.19%)

Analysis last updated: Monday, November 4, 2024 at 10:47 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.6150	8.00
$α$	0.0742	5.43
$β$	0.8734	33.63
$γ_{1}$	0.0224	4.33
$γ_{2}$	-0.0263	-3.97

Estimation Period:
Mar 22, 2007 to Nov 1, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts