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V-Lab

Descartes Systems Group Inc/The Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, April 26th, 2024:17.71% (-2.07%)

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

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Descartes Systems Group Inc/The SGARCH
paramt-stat
ω0.96325.02
α0.14896.94
β0.624311.13
γ1-0.3225-3.45
γ20.40632.81
γ3-0.2011-1.55
γ40.25932.12
γ5-0.2469-2.84
γ60.22252.89
γ7-0.2148-3.23
γ80.21793.74
γ9-0.1852-2.46
γ10-0.0950-0.70
Estimation Period:
Jan 21, 1998 to Apr 19, 2024
Impact of return on volatility tomorrow
Volatility Forecasts