V-Lab: DRB Industrial Co Ltd Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

DRB Industrial Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:79.00% (-4.20%)

Analysis last updated: Sunday, April 21, 2024 at 12:08 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.1911	3.43
$α$	0.1227	4.25
$β$	0.7519	11.37
$γ_{1}$	1.4819	1.53
$γ_{2}$	-1.8709	-1.34
$γ_{3}$	0.0033	0.00
$γ_{4}$	0.4558	0.56
$γ_{5}$	-0.1083	-0.12
$γ_{6}$	1.5851	1.70
$γ_{7}$	-3.8006	-3.40
$γ_{8}$	3.4818	3.18
$γ_{9}$	-1.2089	-0.96
$γ_{10}$	-0.2861	-0.25

Estimation Period:
Oct 19, 2012 to Apr 19, 2024

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