V-Lab: DRB Holding Co Ltd AGARCH Volatility Analysis

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V-Lab

DRB Holding Co Ltd AGARCH Volatility Analysis

Volatility Prediction for Wednesday, April 17th, 2024:45.76% (-1.50%)

Analysis last updated: Wednesday, April 17, 2024 at 10:23 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.1985	18.14
$α$	0.0874	35.42
$β$	0.8924	294.81
$γ$	-0.2819	-3.70

Estimation Period:
Jan 3, 1990 to Apr 12, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts