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

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V-Lab

DSR Corp Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, April 17th, 2024:20.90% (+2.38%)

Analysis last updated: Wednesday, April 17, 2024 at 09:52 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.3266	3.48
$α$	0.3482	3.99
$β$	0.4640	5.82
$γ_{1}$	1.7185	1.89
$γ_{2}$	-2.0472	-1.57
$γ_{3}$	1.5008	1.78
$γ_{4}$	-3.0746	-3.08
$γ_{5}$	3.5965	3.19
$γ_{6}$	-3.3658	-2.60
$γ_{7}$	2.7955	1.80
$γ_{8}$	-1.4130	-1.13
$γ_{9}$	-0.6250	-0.77
$γ_{10}$	1.7807	3.55

Estimation Period:
May 15, 2013 to Apr 12, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts