V-Lab
DB Inc Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, May 2nd, 2024:18.40% (-0.37%)
Analysis last updated: Wednesday, May 1, 2024 at 10:00 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7869 | 4.48 | |
| 0.1025 | 6.20 | |
| 0.8783 | 38.98 | |
| -0.0469 | -3.56 | |
| 0.0695 | 3.70 | |
| -0.0375 | -3.23 | |
| 0.0229 | 2.92 |
Estimation Period:
Jan 6, 1993 to Apr 30, 2024
Jan 6, 1993 to Apr 30, 2024