V-Lab: P10 Inc Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

P10 Inc Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, May 20th, 2024:48.28% (+0.03%)

Analysis last updated: Friday, May 17, 2024 at 09:37 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

Parameter Estimates

	param	t-stat
$ω$	0.9815	8.26
$α$	0.0261	0.77
$β$	0.1497	0.10
$γ_{1}$	-0.4206	-1.24
$γ_{2}$	1.3123	2.10

Estimation Period:
Oct 21, 2021 to May 17, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts