V-Lab: DSR Wire Corp Zero Slope Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

DSR Wire Corp Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 2nd, 2024:19.51% (+3.03%)

Analysis last updated: Wednesday, May 1, 2024 at 09:53 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.4127	3.26
$α$	0.1902	7.04
$β$	0.7119	20.70
$γ_{1}$	0.1402	0.81
$γ_{2}$	-0.0638	-0.26
$γ_{3}$	-0.3546	-2.24
$γ_{4}$	0.5269	3.06
$γ_{5}$	-0.3073	-1.55
$γ_{6}$	0.1616	0.77
$γ_{7}$	-0.2715	-1.39
$γ_{8}$	0.1091	0.68
$γ_{9}$	0.1800	2.01

Estimation Period:
Jan 28, 2003 to Apr 30, 2024

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