V-Lab: Snap-on Inc Zero Slope Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

Snap-on Inc Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, May 20th, 2024:23.85% (+0.81%)

Analysis last updated: Friday, May 17, 2024 at 10:37 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.0869	11.36
$α$	0.1067	7.74
$β$	0.7529	23.47
$γ_{1}$	-0.0045	-0.22
$γ_{2}$	0.0628	1.91
$γ_{3}$	-0.1362	-4.41
$γ_{4}$	0.1594	4.18
$γ_{5}$	-0.1801	-4.70
$γ_{6}$	0.1807	5.43
$γ_{7}$	-0.1089	-3.62
$γ_{8}$	0.0259	1.15

Estimation Period:
Jan 1, 1990 to May 17, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts