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

V-Lab

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V-Lab

Snap-on Inc Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, May 20th, 2024:23.30% (+0.82%)

Analysis last updated: Friday, May 17, 2024 at 10:36 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.0453	11.16
$α$	0.1058	7.71
$β$	0.7520	23.28
$γ_{1}$	-0.0161	-0.80
$γ_{2}$	0.0815	2.51
$γ_{3}$	-0.1489	-4.81
$γ_{4}$	0.1693	4.39
$γ_{5}$	-0.1874	-4.83
$γ_{6}$	0.1848	5.44
$γ_{7}$	-0.1085	-3.23
$γ_{8}$	0.0178	0.31

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts