V-Lab: DL Holdings Co Ltd Spline-GARCH Volatility Analysis

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V-Lab

DL Holdings Co Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 29th, 2024:34.32% (-0.24%)

Analysis last updated: Saturday, April 27, 2024 at 11:59 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.6625	9.52
$α$	0.0822	10.81
$β$	0.8880	86.73
$γ_{1}$	-0.0078	-4.88
$γ_{2}$	0.0112	3.54

Estimation Period:
Jan 3, 1990 to Apr 26, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts