V-Lab: DCM Corp Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

DCM Corp Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, April 18th, 2024:25.59% (+0.22%)

Analysis last updated: Thursday, April 18, 2024 at 10:27 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.4062	3.98
$α$	0.1726	4.43
$β$	0.7326	15.37
$γ_{1}$	-0.6026	-4.12
$γ_{2}$	0.9875	5.06
$γ_{3}$	-0.5621	-4.47
$γ_{4}$	0.3207	1.75
$γ_{5}$	-0.3660	-1.82
$γ_{6}$	0.5181	3.04
$γ_{7}$	-0.7099	-4.26
$γ_{8}$	0.9339	5.95
$γ_{9}$	-0.8391	-5.47
$γ_{10}$	0.3857	3.89

Estimation Period:
Aug 18, 1999 to Apr 12, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts