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

V-Lab

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V-Lab

DSR Wire Corp Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 29th, 2024:7.28% (-0.27%)

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
$ω$	1.2670	3.62
$α$	0.1728	7.16
$β$	0.6949	17.66
$γ_{1}$	0.1298	0.83
$γ_{2}$	-0.0618	-0.29
$γ_{3}$	-0.3413	-2.41
$γ_{4}$	0.5231	3.33
$γ_{5}$	-0.3160	-1.76
$γ_{6}$	0.2006	1.06
$γ_{7}$	-0.3993	-2.30
$γ_{8}$	0.4885	3.07
$γ_{9}$	-0.9201	-4.11

Estimation Period:
Jan 28, 2003 to Apr 26, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts