V-Lab: DREAM Unlimited Corp GJR-GARCH Volatility Analysis

V-Lab

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V-Lab

DREAM Unlimited Corp GJR-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 2nd, 2024:25.15% (-0.47%)

Analysis last updated: Thursday, May 2, 2024 at 02:29 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.1375	11.64
$α$	0.0313	9.20
$β$	0.8914	150.27
$γ$	0.0875	7.22

Estimation Period:
May 27, 2013 to Apr 19, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts