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

V-Lab

| |

V-Lab

Iron Road Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 29th, 2024:48.04% (-0.93%)

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
$ω$	1.7427	6.75
$α$	0.1207	4.98
$β$	0.6434	8.53
$γ_{1}$	-0.5196	-1.29
$γ_{2}$	1.2830	1.99
$γ_{3}$	-1.0110	-2.46
$γ_{4}$	0.5481	1.91
$γ_{5}$	-0.9370	-3.43
$γ_{6}$	1.2300	3.96
$γ_{7}$	-1.2529	-3.71
$γ_{8}$	1.1202	3.29
$γ_{9}$	-0.5698	-0.99

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts