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V-Lab

DSR Wire Corp Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, March 27th, 2024:19.57% (-0.19%)

Analysis last updated: Wednesday, March 27, 2024 at 11:56 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of DSR Wire Corp S0GARCH
paramt-stat
ω1.39293.29
α0.19027.08
β0.708220.26
γ10.13550.78
γ2-0.0520-0.22
γ3-0.3713-2.35
γ40.54313.17
γ5-0.3226-1.66
γ60.18590.91
γ7-0.3027-1.61
γ80.14480.93
γ90.14561.63
Estimation Period:
Jan 28, 2003 to Mar 22, 2024
Impact of return on volatility tomorrow
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