V-Lab: Power Solutions International Inc Zero Slope Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

Power Solutions International Inc Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 2nd, 2024:63.19% (-2.65%)

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
$ω$	1.6695	2.58
$α$	0.1439	3.91
$β$	0.6396	8.00
$γ_{1}$	2.5287	2.79
$γ_{2}$	-2.9616	-2.53
$γ_{3}$	0.7142	1.21
$γ_{4}$	-0.0796	-0.12
$γ_{5}$	-1.8797	-1.91
$γ_{6}$	3.8103	2.97
$γ_{7}$	-3.1589	-2.18
$γ_{8}$	1.6132	1.23
$γ_{9}$	-1.6801	-1.81
$γ_{10}$	1.7060	3.01

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

News Impact Curve

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Volatility Forecasts

Volatility Forecasts