V-Lab: Iron Road Ltd Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Iron Road Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 29th, 2024:49.71% (-0.90%)

Analysis last updated: Saturday, April 27, 2024 at 07:43 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.6626	6.60
$α$	0.1221	5.00
$β$	0.6401	8.45
$γ_{1}$	-0.5898	-1.47
$γ_{2}$	1.3690	2.14
$γ_{3}$	-1.0271	-2.49
$γ_{4}$	0.5431	1.89
$γ_{5}$	-0.9250	-3.38
$γ_{6}$	1.2152	3.93
$γ_{7}$	-1.2311	-3.73
$γ_{8}$	1.0780	3.69
$γ_{9}$	-0.4685	-2.43

Estimation Period:
Jun 12, 2008 to Apr 26, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts