V-Lab: Metro Inc Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

Metro Inc Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, May 3rd, 2024:18.56% (+2.54%)

Analysis last updated: Friday, May 3, 2024 at 01:06 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.1712	7.47
$α$	0.1152	6.66
$β$	0.7478	21.15
$γ_{1}$	0.1067	3.58
$γ_{2}$	-0.1845	-4.08
$γ_{3}$	0.1301	4.23
$γ_{4}$	-0.1100	-4.25
$γ_{5}$	0.1148	4.48
$γ_{6}$	-0.1027	-3.14
$γ_{7}$	0.1075	2.20

Estimation Period:
Jan 19, 1993 to Apr 19, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts