V-Lab: Altria Group Inc Zero Slope Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

Altria Group Inc Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 29th, 2024:20.18% (-0.45%)

Analysis last updated: Friday, April 26, 2024 at 10:27 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.0858	8.52
$α$	0.0799	6.15
$β$	0.8714	39.34
$γ_{1}$	0.0263	1.96
$γ_{2}$	-0.0613	-2.96
$γ_{3}$	0.0533	3.84
$γ_{4}$	-0.0087	-0.76
$γ_{5}$	-0.0180	-2.35

Estimation Period:
Jan 2, 1990 to Apr 26, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts