V-Lab: Development Advance Solution Co Ltd Zero Slope Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

Development Advance Solution Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 29th, 2024:26.60% (+0.04%)

Analysis last updated: Saturday, April 27, 2024 at 11:42 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.8419	3.63
$α$	0.1585	6.23
$β$	0.7770	25.33
$γ_{1}$	0.7331	2.32
$γ_{2}$	-0.9710	-2.00
$γ_{3}$	0.2575	0.75
$γ_{4}$	-0.0767	-0.21
$γ_{5}$	0.2342	0.67
$γ_{6}$	-0.4554	-1.17
$γ_{7}$	0.7164	1.92
$γ_{8}$	-0.9888	-4.51
$γ_{9}$	0.9124	4.05
$γ_{10}$	-0.4386	-2.61

Estimation Period:
Aug 2, 2004 to Apr 26, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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