V-Lab: DRB Industrial Co Ltd Spline-GARCH Volatility Analysis

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V-Lab

DRB Industrial Co Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 29th, 2024:101.63% (-1.40%)

Analysis last updated: Saturday, April 27, 2024 at 11:38 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.2472	3.83
$α$	0.1523	4.50
$β$	0.6403	7.44
$γ_{1}$	1.5639	1.82
$γ_{2}$	-1.9248	-1.55
$γ_{3}$	-0.0808	-0.12
$γ_{4}$	0.5877	0.82
$γ_{5}$	-0.2635	-0.34
$γ_{6}$	1.7604	2.14
$γ_{7}$	-4.1604	-4.27
$γ_{8}$	4.5310	4.67
$γ_{9}$	-3.9225	-3.27
$γ_{10}$	5.7615	3.06

Estimation Period:
Oct 19, 2012 to Apr 26, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts