V-Lab: Laird PLC Zero Slope Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

Laird PLC Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, July 2nd, 2018:43.99% (0.00%)

Analysis last updated: Friday, June 29, 2018 at 04:50 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.5048	7.01
$α$	0.1851	6.82
$β$	0.4037	6.29
$γ_{1}$	-0.1502	-2.61
$γ_{2}$	0.2944	3.00
$γ_{3}$	-0.1563	-1.61
$γ_{4}$	-0.1435	-1.50
$γ_{5}$	0.2818	3.83
$γ_{6}$	-0.0777	-1.36
$γ_{7}$	-0.2370	-3.72
$γ_{8}$	0.3662	5.21
$γ_{9}$	-0.2461	-3.89

Estimation Period:
Jan 2, 1990 to Jun 29, 2018

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts