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

V-Lab

Sprout Social Inc Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, July 28th, 2025:39.41% (-0.63%)

Analysis last updated: Friday, July 25, 2025 at 09:27 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

Parameter Estimates

	param	t-stat
$ω$	0.7897	5.78
$α$	0.1394	2.98
$β$	0.4533	2.75
$γ_{1}$	-2.0571	-2.27
$γ_{2}$	3.2389	2.05
$γ_{3}$	-1.5564	-1.17
$γ_{4}$	-1.0371	-0.81
$γ_{5}$	3.9208	1.92
$γ_{6}$	-5.3173	-1.53
$γ_{7}$	5.2132	1.20

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts