V-Lab
V-Lab

Firsthand Technology Value Fund Inc Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, May 20th, 2024:156.96% (-9.53%)

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

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Firsthand Technology Value Fund Inc SGARCH
paramt-stat
ω1.15662.42
α0.28527.32
β0.631017.32
γ1-1.2032-1.18
γ22.85291.87
γ3-3.0213-2.99
γ41.90312.59
γ50.01310.02
γ6-1.1531-1.50
γ70.97801.43
γ8-0.9203-1.20
γ91.39991.46
γ10-1.0679-1.06
Estimation Period:
Apr 19, 2011 to May 17, 2024
Impact of return on volatility tomorrow
Volatility Forecasts