V-Lab: Sprout Social Inc Zero Slope Spline-GARCH Volatility Analysis

V-Lab

Sprout Social Inc Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, July 28th, 2025:32.76% (-0.74%)

Analysis last updated: Friday, July 25, 2025 at 09:28 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

Parameter Estimates

	param	t-stat
$ω$	0.7948	5.80
$α$	0.1430	3.01
$β$	0.4285	2.54
$γ_{1}$	-2.0270	-2.26
$γ_{2}$	3.2072	2.06
$γ_{3}$	-1.5750	-1.21
$γ_{4}$	-0.9636	-0.80
$γ_{5}$	3.7307	2.09
$γ_{6}$	-4.8075	-1.70
$γ_{7}$	3.6916	1.53

Estimation Period:
Dec 13, 2019 to Jul 25, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts