V-Lab: Decmil Group Ltd Zero Slope Spline-GARCH Volatility Analysis

V-Lab

| |

V-Lab

Decmil Group Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, April 30th, 2024:140.16% (-5.79%)

Analysis last updated: Wednesday, May 1, 2024 at 04:06 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.4138	3.78
$α$	0.0643	3.10
$β$	0.9048	21.37
$γ_{1}$	0.5381	2.22
$γ_{2}$	-1.0273	-2.80
$γ_{3}$	0.8857	3.30
$γ_{4}$	-0.6375	-2.58
$γ_{5}$	0.4482	1.64
$γ_{6}$	-0.4156	-1.34
$γ_{7}$	0.3518	1.21
$γ_{8}$	-0.0363	-0.15
$γ_{9}$	-0.2507	-1.33

Estimation Period:
Apr 25, 2005 to Apr 26, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts