V-Lab: Visa Inc Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

Visa Inc Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, May 20th, 2024:11.99% (-1.00%)

Analysis last updated: Friday, May 17, 2024 at 09:41 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.6747	5.91
$α$	0.1527	6.69
$β$	0.7685	29.21
$γ_{1}$	0.0403	0.81
$γ_{2}$	-0.0657	-0.92
$γ_{3}$	0.1119	2.61
$γ_{4}$	-0.2700	-4.79

Estimation Period:
Mar 19, 2008 to May 17, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts