V-Lab: Planet Payment Inc EGARCH Volatility Analysis

V-Lab

Planet Payment Inc EGARCH Volatility Analysis

Volatility Prediction for Wednesday, December 20th, 2017:15.50% (-0.51%)

Analysis last updated: Monday, March 1, 2021 at 06:10 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0384	5.76
$α$	0.1289	10.74
$β$	0.9922	598.78
$γ$	-0.0415	-4.07

Estimation Period:
Nov 20, 2008 to Dec 15, 2017

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts