V-Lab: Hasbro Inc Zero Slope Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

Hasbro Inc Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, May 20th, 2024:32.44% (-0.95%)

Analysis last updated: Friday, May 17, 2024 at 10:08 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.3130	9.51
$α$	0.1019	7.22
$β$	0.7504	18.76
$γ_{1}$	0.0229	0.78
$γ_{2}$	0.0418	0.78
$γ_{3}$	-0.1859	-3.97
$γ_{4}$	0.2331	6.56
$γ_{5}$	-0.1955	-7.06
$γ_{6}$	0.1560	5.06
$γ_{7}$	-0.1070	-3.32
$γ_{8}$	0.0365	1.53

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

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Volatility Forecasts

Volatility Forecasts