V-Lab: DRB Holding Co Ltd Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

DRB Holding Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 15th, 2024:47.83% (+3.21%)

Analysis last updated: Saturday, April 13, 2024 at 11:22 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.8048	5.63
$α$	0.1117	8.57
$β$	0.8340	41.74
$γ_{1}$	0.0483	2.61
$γ_{2}$	-0.1136	-4.10
$γ_{3}$	0.1206	6.13
$γ_{4}$	-0.0961	-4.48
$γ_{5}$	0.0627	2.72
$γ_{6}$	-0.0264	-1.49

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts