V-Lab: DuPont de Nemours Inc Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

DuPont de Nemours Inc Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 29th, 2024:28.75% (-0.18%)

Analysis last updated: Friday, April 26, 2024 at 10:19 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

Parameter Estimates

	param	t-stat
$ω$	0.5511	5.22
$α$	0.1532	4.51
$β$	0.6848	9.38
$γ_{1}$	-0.2175	-2.51
$γ_{2}$	0.3493	1.94

Estimation Period:
Sep 4, 2017 to Apr 26, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts