V-Lab: Helical Bar PLC Spline-GARCH Volatility Analysis

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V-Lab

Helical Bar PLC Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, May 17th, 2024:32.44% (-3.35%)

Analysis last updated: Friday, May 17, 2024 at 09:29 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.4660	4.60
$α$	0.2021	7.86
$β$	0.6856	21.38
$γ_{1}$	-0.2182	-4.55
$γ_{2}$	0.4521	6.36
$γ_{3}$	-0.3561	-5.56
$γ_{4}$	0.2501	3.61
$γ_{5}$	-0.2518	-4.25
$γ_{6}$	0.1524	3.69
$γ_{7}$	-0.0119	-0.38
$γ_{8}$	-0.0137	-0.43
$γ_{9}$	-0.0301	-0.64

Estimation Period:
Jan 1, 1990 to May 10, 2024

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