V-Lab: Development Advance Solution Co Ltd Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Development Advance Solution Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:31.22% (-2.39%)

Analysis last updated: Sunday, April 21, 2024 at 12:11 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.8392	3.63
$α$	0.1587	6.23
$β$	0.7766	25.27
$γ_{1}$	0.7322	2.32
$γ_{2}$	-0.9698	-2.00
$γ_{3}$	0.2568	0.75
$γ_{4}$	-0.0760	-0.21
$γ_{5}$	0.2335	0.66
$γ_{6}$	-0.4550	-1.17
$γ_{7}$	0.7169	1.93
$γ_{8}$	-0.9913	-4.53
$γ_{9}$	0.9191	4.08
$γ_{10}$	-0.4478	-2.65

Estimation Period:
Aug 2, 2004 to Apr 19, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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