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

V-Lab

| |

V-Lab

Microchip Technology Inc Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 9th, 2024:33.33% (-1.38%)

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
$ω$	1.1334	6.95
$α$	0.0721	5.33
$β$	0.8511	31.90
$γ_{1}$	0.0057	0.13
$γ_{2}$	-0.0083	-0.13
$γ_{3}$	-0.0953	-2.23
$γ_{4}$	0.2188	5.51
$γ_{5}$	-0.1985	-3.58
$γ_{6}$	0.1213	1.68
$γ_{7}$	-0.0137	-0.19
$γ_{8}$	-0.0526	-0.75
$γ_{9}$	-0.0218	-0.28

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts