V-Lab: Planet Payment Inc GARCH Volatility Analysis

V-Lab

Planet Payment Inc GARCH Volatility Analysis

Volatility Prediction for Wednesday, December 20th, 2017:40.34% (-0.20%)

Analysis last updated: Monday, March 1, 2021 at 05:31 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

Parameter Estimates

	param	t-stat
$ω$	0.4597	8.57
$α$	0.0531	7.83
$β$	0.9195	109.58

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts