V-Lab: DREAM Unlimited Corp Zero Slope Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

DREAM Unlimited Corp Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, April 19th, 2024:30.04% (-0.78%)

Analysis last updated: Friday, April 19, 2024 at 02:07 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.4982	5.20
$α$	0.1120	3.54
$β$	0.7234	10.83
$γ_{1}$	1.2310	2.97
$γ_{2}$	-1.7408	-2.73
$γ_{3}$	0.2824	0.55
$γ_{4}$	0.7502	1.45
$γ_{5}$	-0.2774	-0.54
$γ_{6}$	-1.3927	-2.12
$γ_{7}$	2.4571	3.18
$γ_{8}$	-1.9043	-2.47
$γ_{9}$	0.6187	1.06

Estimation Period:
May 27, 2013 to Apr 12, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts