V-Lab: Western Union Co/The Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Western Union Co/The Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, May 21st, 2024:21.86% (0.00%)

Analysis last updated: Monday, May 20, 2024 at 09:49 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.0414	3.81
$α$	0.1193	4.82
$β$	0.7184	13.04
$γ_{1}$	0.1728	0.65
$γ_{2}$	-0.6268	-1.66
$γ_{3}$	0.9561	3.19
$γ_{4}$	-0.8897	-2.14
$γ_{5}$	0.6270	1.46
$γ_{6}$	-0.4597	-1.45
$γ_{7}$	0.5551	2.25
$γ_{8}$	-0.4849	-2.01
$γ_{9}$	0.0842	0.39
$γ_{10}$	0.1052	0.75

Estimation Period:
Sep 21, 2006 to May 17, 2024

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