V-Lab: Graham Holdings Co Zero Slope Spline-GARCH Volatility Analysis

V-Lab

| |

V-Lab

Graham Holdings Co Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, May 21st, 2024:19.73% (-0.48%)

Analysis last updated: Monday, May 20, 2024 at 09:49 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.9429	5.60
$α$	0.0604	7.75
$β$	0.9205	93.91
$γ_{1}$	0.0828	4.22
$γ_{2}$	-0.1300	-4.16
$γ_{3}$	0.0821	2.90
$γ_{4}$	-0.0655	-1.98
$γ_{5}$	0.0425	1.24
$γ_{6}$	-0.0131	-0.52

Estimation Period:
Jan 1, 1990 to May 17, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts