V-Lab: HomeStreet Inc Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

HomeStreet Inc Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, May 6th, 2024:64.78% (-1.28%)

Analysis last updated: Friday, May 3, 2024 at 09:28 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.9212	7.49
$α$	0.0510	3.36
$β$	0.9218	41.95
$γ_{1}$	0.0258	2.97

Estimation Period:
Feb 10, 2012 to May 3, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts