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

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V-Lab

Westshore Terminals Investment Corp Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 9th, 2024:39.31% (-2.26%)

Analysis last updated: Thursday, May 9, 2024 at 12:51 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.7450	5.28
$α$	0.1250	7.49
$β$	0.8012	30.54
$γ_{1}$	-0.1218	-1.87
$γ_{2}$	0.1705	1.86
$γ_{3}$	-0.0506	-0.83
$γ_{4}$	-0.0780	-1.09
$γ_{5}$	0.2279	2.59
$γ_{6}$	-0.2633	-2.26
$γ_{7}$	0.2109	1.82
$γ_{8}$	-0.3067	-2.47

Estimation Period:
Jan 30, 1998 to May 3, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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