V-Lab: Oberbank AG Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Oberbank AG Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 16th, 2024:2.27% (0.00%)

Analysis last updated: Thursday, May 16, 2024 at 08:07 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	4.1072	4.59
$α$	0.2368	7.62
$β$	0.7176	25.32
$γ_{1}$	-0.0029	-0.04
$γ_{2}$	0.1049	1.00
$γ_{3}$	-0.1327	-1.41
$γ_{4}$	0.0095	0.11
$γ_{5}$	0.0607	0.73
$γ_{6}$	-0.1284	-1.26
$γ_{7}$	0.1947	1.42
$γ_{8}$	-0.2210	-1.69
$γ_{9}$	0.2740	3.43
$γ_{10}$	-0.2347	-4.64

Estimation Period:
Jan 2, 1990 to May 10, 2024

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Volatility Forecasts

Volatility Forecasts