V-Lab: Whirlpool Corp Zero Slope Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

Whirlpool Corp Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, May 17th, 2024:32.04% (+0.11%)

Analysis last updated: Thursday, May 16, 2024 at 10:22 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.0966	9.09
$α$	0.0991	7.16
$β$	0.7808	26.83
$γ_{1}$	-0.0068	-0.32
$γ_{2}$	0.0809	2.49
$γ_{3}$	-0.1722	-7.11
$γ_{4}$	0.1930	8.52
$γ_{5}$	-0.1747	-7.60
$γ_{6}$	0.1172	3.99
$γ_{7}$	-0.0336	-0.93
$γ_{8}$	-0.0128	-0.43

Estimation Period:
Jan 1, 1990 to May 10, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts