V-Lab: Weis Markets Inc Zero Slope Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

Weis Markets Inc Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, May 6th, 2024:24.63% (-0.15%)

Analysis last updated: Friday, May 3, 2024 at 10:45 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.0350	6.61
$α$	0.0875	8.12
$β$	0.8598	40.86
$γ_{1}$	-0.0356	-0.59
$γ_{2}$	0.0954	1.02
$γ_{3}$	-0.0378	-0.57
$γ_{4}$	-0.1026	-1.89
$γ_{5}$	0.1519	2.60
$γ_{6}$	-0.1543	-2.63
$γ_{7}$	0.1989	3.55
$γ_{8}$	-0.2003	-3.82
$γ_{9}$	0.1059	2.26
$γ_{10}$	-0.0245	-0.69

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts