V-Lab: Carnival PLC Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Carnival PLC Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, May 3rd, 2024:47.43% (-0.92%)

Analysis last updated: Saturday, May 4, 2024 at 04:08 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.4072	7.26
$α$	0.0787	6.53
$β$	0.8798	54.45
$γ_{1}$	0.0839	5.13
$γ_{2}$	-0.1318	-5.40
$γ_{3}$	0.1002	6.42
$γ_{4}$	-0.0817	-7.38

Estimation Period:
Oct 20, 2000 to Apr 26, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts