V-Lab: Descartes Systems Group Inc/The Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Descartes Systems Group Inc/The Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, April 26th, 2024:22.72% (-1.59%)

Analysis last updated: Friday, April 26, 2024 at 02:02 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.0070	5.09
$α$	0.1351	6.92
$β$	0.6751	13.45
$γ_{1}$	-0.2933	-3.09
$γ_{2}$	0.3630	2.43
$γ_{3}$	-0.1793	-1.30
$γ_{4}$	0.2437	1.88
$γ_{5}$	-0.2303	-2.52
$γ_{6}$	0.2115	2.63
$γ_{7}$	-0.2214	-3.22
$γ_{8}$	0.2541	4.46
$γ_{9}$	-0.2818	-5.08
$γ_{10}$	0.1811	4.15

Estimation Period:
Jan 21, 1998 to Apr 19, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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