V-Lab: Power Solutions International Inc MF2-GARCH Volatility Analysis

V-Lab

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V-Lab

Power Solutions International Inc MF2-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 2nd, 2024:68.26% (-1.84%)

Analysis last updated: Thursday, May 2, 2024 at 02:45 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	51
$α$	0.0154	4.87
$β$	0.9370	545.73
$γ$	0.0943	14.77
$λ_{1}$	10.0000	3.07
$λ_{2}$	0.0000	0.01
$λ_{3}$	0.9811	150.48

Estimation Period:
Jul 14, 2010 to Apr 19, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts