V-Lab
DB Financial Investment Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, May 2nd, 2024:15.26% (-0.94%)
Analysis last updated: Wednesday, May 1, 2024 at 09:57 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8515 | 6.55 | |
| 0.1076 | 9.11 | |
| 0.8345 | 46.36 | |
| -0.0109 | -0.29 | |
| 0.1127 | 1.99 | |
| -0.2951 | -7.56 | |
| 0.3566 | 9.52 | |
| -0.2808 | -7.01 | |
| 0.1832 | 4.30 | |
| -0.0751 | -1.63 | |
| 0.0079 | 0.14 | |
| -0.0759 | -0.82 |
Estimation Period:
Jan 3, 1990 to Apr 30, 2024
Jan 3, 1990 to Apr 30, 2024
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