V-Lab: Gannett Co Inc Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

Gannett Co Inc Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, May 17th, 2024:81.49% (+8.15%)

Analysis last updated: Thursday, May 16, 2024 at 10:00 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.6912	3.84
$α$	0.2153	3.66
$β$	0.0499	0.70
$γ_{1}$	0.8256	1.20
$γ_{2}$	-1.2897	-1.36
$γ_{3}$	0.4860	0.85
$γ_{4}$	0.0820	0.14
$γ_{5}$	1.5860	2.98
$γ_{6}$	-4.5281	-8.09
$γ_{7}$	4.5644	7.29
$γ_{8}$	-2.4314	-3.30
$γ_{9}$	1.2154	0.97

Estimation Period:
Feb 4, 2014 to May 10, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts