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

V-Lab

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V-Lab

DREAM Unlimited Corp Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 2nd, 2024:30.88% (+0.21%)

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
$ω$	1.5081	5.23
$α$	0.1116	3.54
$β$	0.7246	10.78
$γ_{1}$	1.2520	3.06
$γ_{2}$	-1.7815	-2.83
$γ_{3}$	0.3226	0.64
$γ_{4}$	0.7225	1.41
$γ_{5}$	-0.2772	-0.55
$γ_{6}$	-1.3926	-2.17
$γ_{7}$	2.5148	3.20
$γ_{8}$	-2.0592	-2.32
$γ_{9}$	0.9023	0.86

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts