V-Lab: Westshore Terminals Investment Corp Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Westshore Terminals Investment Corp Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, May 1st, 2024:28.90% (-0.38%)

Analysis last updated: Wednesday, May 1, 2024 at 01:49 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.7744	5.09
$α$	0.1303	7.36
$β$	0.8035	32.42
$γ_{1}$	-0.1115	-1.65
$γ_{2}$	0.1575	1.66
$γ_{3}$	-0.0522	-0.81
$γ_{4}$	-0.0633	-0.83
$γ_{5}$	0.1988	2.16
$γ_{6}$	-0.2089	-1.74
$γ_{7}$	0.0993	0.88
$γ_{8}$	-0.0282	-0.45

Estimation Period:
Jan 30, 1998 to Apr 19, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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