V-Lab: Descartes Systems Group Inc/The Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Descartes Systems Group Inc/The Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, April 19th, 2024:26.43% (-2.95%)

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
$ω$	1.0015	5.08
$α$	0.1354	6.89
$β$	0.6714	13.16
$γ_{1}$	-0.2937	-3.09
$γ_{2}$	0.3630	2.43
$γ_{3}$	-0.1787	-1.30
$γ_{4}$	0.2433	1.88
$γ_{5}$	-0.2297	-2.52
$γ_{6}$	0.2096	2.62
$γ_{7}$	-0.2194	-3.21
$γ_{8}$	0.2539	4.48
$γ_{9}$	-0.2853	-5.17
$γ_{10}$	0.1865	4.29

Estimation Period:
Jan 21, 1998 to Apr 12, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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