V-Lab: Firsthand Technology Value Fund Inc Zero Slope Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

Firsthand Technology Value Fund Inc Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, May 20th, 2024:146.79% (-9.81%)

Analysis last updated: Saturday, May 18, 2024 at 04:22 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.1658	2.42
$α$	0.2847	7.29
$β$	0.6311	17.34
$γ_{1}$	-1.1496	-1.13
$γ_{2}$	2.7660	1.80
$γ_{3}$	-2.9656	-2.92
$γ_{4}$	1.8666	2.53
$γ_{5}$	0.0346	0.05
$γ_{6}$	-1.1702	-1.53
$γ_{7}$	1.0144	1.51
$γ_{8}$	-1.0229	-1.42
$γ_{9}$	1.6541	1.98
$γ_{10}$	-1.7017	-2.96

Estimation Period:
Apr 19, 2011 to May 17, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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