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

V-Lab

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V-Lab

Superior Plus Corp Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 9th, 2024:20.48% (+0.54%)

Analysis last updated: Thursday, May 9, 2024 at 12:48 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.8778	5.60
$α$	0.1232	7.15
$β$	0.7830	29.81
$γ_{1}$	0.1743	1.83
$γ_{2}$	-0.3791	-2.46
$γ_{3}$	0.5284	3.84
$γ_{4}$	-0.5994	-3.89
$γ_{5}$	0.3697	2.42
$γ_{6}$	-0.1043	-0.80
$γ_{7}$	-0.0220	-0.19
$γ_{8}$	0.1041	0.98
$γ_{9}$	-0.1092	-0.71
$γ_{10}$	-0.0241	-0.09

Estimation Period:
Oct 9, 1996 to May 3, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts