V-Lab
abrdn Global Dynamic Dividend Fund Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, May 6th, 2024:13.36% (+0.10%)
Analysis last updated: Friday, May 3, 2024 at 10:03 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6348 | 4.31 | |
| 0.1983 | 6.83 | |
| 0.7180 | 22.48 | |
| 0.3691 | 1.22 | |
| -1.1698 | -2.25 | |
| 1.3857 | 2.91 | |
| -1.1026 | -2.25 | |
| 1.0668 | 2.64 | |
| -0.9589 | -3.52 | |
| 0.7818 | 2.63 | |
| -0.5871 | -1.77 | |
| 0.3179 | 1.10 | |
| -0.4103 | -1.18 |
Estimation Period:
Jul 27, 2006 to May 3, 2024
Jul 27, 2006 to May 3, 2024
News Impact Curve
Volatility Forecasts
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