V-Lab: Equus Total Return Inc Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Equus Total Return Inc Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, May 17th, 2024:40.64% (-1.70%)

Analysis last updated: Thursday, May 16, 2024 at 10:15 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.3636	3.09
$α$	0.1557	7.43
$β$	0.7851	31.11
$γ_{1}$	0.0820	0.94
$γ_{2}$	-0.1451	-1.14
$γ_{3}$	0.1246	1.81
$γ_{4}$	-0.0325	-0.61
$γ_{5}$	-0.0921	-1.63
$γ_{6}$	0.0745	1.51
$γ_{7}$	0.0195	0.43
$γ_{8}$	-0.0569	-1.61

Estimation Period:
Sep 11, 1992 to May 10, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts