V-Lab: O-I Glass Inc Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

O-I Glass Inc Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, May 20th, 2024:43.86% (+0.81%)

Analysis last updated: Friday, May 17, 2024 at 10:36 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.0204	7.83
$α$	0.1088	7.42
$β$	0.8006	28.85
$γ_{1}$	0.0577	1.72
$γ_{2}$	-0.0117	-0.23
$γ_{3}$	-0.1560	-3.72
$γ_{4}$	0.2053	4.65
$γ_{5}$	-0.1842	-4.34
$γ_{6}$	0.1726	3.62
$γ_{7}$	-0.0952	-1.97
$γ_{8}$	-0.0576	-1.00

Estimation Period:
Dec 11, 1991 to May 17, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts