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

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V-Lab

Development Advance Solution Co Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 29th, 2024:19.30% (+0.26%)

Analysis last updated: Saturday, April 27, 2024 at 11:41 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.8176	3.98
$α$	0.1605	6.07
$β$	0.7590	22.05
$γ_{1}$	0.7804	2.66
$γ_{2}$	-1.0420	-2.31
$γ_{3}$	0.2811	0.89
$γ_{4}$	-0.0684	-0.20
$γ_{5}$	0.2220	0.68
$γ_{6}$	-0.4556	-1.26
$γ_{7}$	0.7495	2.15
$γ_{8}$	-1.1005	-5.33
$γ_{9}$	1.2627	5.35
$γ_{10}$	-1.5000	-3.97

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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