V-Lab: abrdn Global Dynamic Dividend Fund Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

abrdn Global Dynamic Dividend Fund Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, April 30th, 2024:15.09% (-1.45%)

Analysis last updated: Monday, April 29, 2024 at 09:47 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.6321	4.17
$α$	0.1989	6.85
$β$	0.7200	22.74
$γ_{1}$	0.3506	1.12
$γ_{2}$	-1.1408	-2.13
$γ_{3}$	1.3650	2.81
$γ_{4}$	-1.0844	-2.19
$γ_{5}$	1.0508	2.60
$γ_{6}$	-0.9397	-3.44
$γ_{7}$	0.7503	2.51
$γ_{8}$	-0.5268	-1.59
$γ_{9}$	0.1741	0.64
$γ_{10}$	0.0138	0.09

Estimation Period:
Jul 27, 2006 to Apr 26, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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