V-Lab: Microchip Technology Inc Zero Slope Spline-GARCH Volatility Analysis

V-Lab

| |

V-Lab

Microchip Technology Inc Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 9th, 2024:36.04% (-1.27%)

Analysis last updated: Wednesday, May 8, 2024 at 09:46 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.1221	6.77
$α$	0.0712	5.32
$β$	0.8563	33.51
$γ_{1}$	0.0042	0.09
$γ_{2}$	-0.0096	-0.15
$γ_{3}$	-0.0870	-2.00
$γ_{4}$	0.2074	5.12
$γ_{5}$	-0.1872	-3.29
$γ_{6}$	0.1103	1.51
$γ_{7}$	-0.0000	-0.00
$γ_{8}$	-0.0775	-1.28
$γ_{9}$	0.0419	1.08

Estimation Period:
Mar 19, 1993 to May 3, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts