V-Lab: Jabil Inc Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

Jabil Inc Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, May 22nd, 2024:52.61% (-0.27%)

Analysis last updated: Tuesday, May 21, 2024 at 09:55 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.4010	4.72
$α$	0.1189	4.37
$β$	0.7015	13.25
$γ_{1}$	-0.0928	-1.53
$γ_{2}$	0.1805	2.18
$γ_{3}$	-0.2460	-5.32
$γ_{4}$	0.3712	7.34
$γ_{5}$	-0.3739	-6.78
$γ_{6}$	0.2085	3.86
$γ_{7}$	-0.0215	-0.45
$γ_{8}$	-0.0441	-0.86
$γ_{9}$	0.1087	1.27

Estimation Period:
Apr 29, 1993 to May 17, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts