V-Lab: DSR Wire Corp Zero Slope Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

DSR Wire Corp Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, April 18th, 2024:19.33% (+0.43%)

Analysis last updated: Thursday, April 18, 2024 at 10:20 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.4116	3.30
$α$	0.1899	7.06
$β$	0.7110	20.59
$γ_{1}$	0.1411	0.82
$γ_{2}$	-0.0628	-0.26
$γ_{3}$	-0.3595	-2.28
$γ_{4}$	0.5322	3.10
$γ_{5}$	-0.3126	-1.59
$γ_{6}$	0.1701	0.82
$γ_{7}$	-0.2831	-1.47
$γ_{8}$	0.1248	0.79
$γ_{9}$	0.1642	1.83

Estimation Period:
Jan 28, 2003 to Apr 12, 2024

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