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

V-Lab

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V-Lab

Power Solutions International Inc Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 2nd, 2024:78.11% (-2.27%)

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
$ω$	1.7460	2.61
$α$	0.1520	3.94
$β$	0.6168	7.48
$γ_{1}$	2.6558	2.92
$γ_{2}$	-3.1377	-2.67
$γ_{3}$	0.7899	1.35
$γ_{4}$	-0.1126	-0.17
$γ_{5}$	-1.8841	-1.95
$γ_{6}$	3.8426	3.04
$γ_{7}$	-3.2326	-2.25
$γ_{8}$	1.7923	1.38
$γ_{9}$	-2.0796	-2.18
$γ_{10}$	2.6436	2.15

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts