V-Lab: Superior Plus Corp Zero Slope Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

Superior Plus Corp Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, April 30th, 2024:21.65% (-0.23%)

Analysis last updated: Tuesday, April 30, 2024 at 01:49 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.8886	5.77
$α$	0.1231	6.95
$β$	0.7825	29.50
$γ_{1}$	0.1627	1.72
$γ_{2}$	-0.3530	-2.27
$γ_{3}$	0.4997	3.56
$γ_{4}$	-0.5719	-3.64
$γ_{5}$	0.3455	2.22
$γ_{6}$	-0.0872	-0.66
$γ_{7}$	-0.0321	-0.28
$γ_{8}$	0.1153	1.17
$γ_{9}$	-0.1373	-1.27
$γ_{10}$	0.0705	0.79

Estimation Period:
Oct 9, 1996 to Apr 19, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts