V-Lab: Paysafe Group Ltd Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

Paysafe Group Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, December 21st, 2017:2.96% (-0.40%)

Analysis last updated: Wednesday, December 20, 2017 at 05:20 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.9875	3.02
$α$	0.2814	6.12
$β$	0.6282	13.85
$γ_{1}$	-0.1618	-1.07
$γ_{2}$	0.0897	0.41
$γ_{3}$	0.2047	1.69
$γ_{4}$	-0.1520	-1.45
$γ_{5}$	-0.7168	-5.23

Estimation Period:
Apr 13, 2004 to Dec 15, 2017

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts