V-Lab: Standex International Corp Zero Slope Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

Standex International Corp Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, May 6th, 2024:27.49% (-0.36%)

Analysis last updated: Friday, May 3, 2024 at 09:51 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.5093	5.95
$α$	0.1221	7.83
$β$	0.7686	27.92
$γ_{1}$	-0.0678	-2.19
$γ_{2}$	0.1331	3.22
$γ_{3}$	-0.1292	-5.22
$γ_{4}$	0.1356	5.41
$γ_{5}$	-0.1754	-5.73
$γ_{6}$	0.1785	4.59
$γ_{7}$	-0.0998	-2.55
$γ_{8}$	0.0294	1.18

Estimation Period:
Jan 2, 1990 to May 3, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts