V-Lab: Zoetis Inc Zero Slope Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

Zoetis Inc Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, November 12th, 2024:28.69% (-2.96%)

Analysis last updated: Monday, November 11, 2024 at 10:47 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.4863	7.05
$α$	0.1686	4.50
$β$	0.6769	10.39
$γ_{1}$	1.0483	4.11
$γ_{2}$	-1.7334	-4.00
$γ_{3}$	1.1683	3.25
$γ_{4}$	-0.7044	-2.35
$γ_{5}$	0.3590	1.31
$γ_{6}$	-0.2357	-0.93
$γ_{7}$	0.1061	0.62

Estimation Period:
Feb 1, 2013 to Nov 8, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts