V-Lab: DL Construction Co Ltd Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

DL Construction Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, March 6th, 2024:21.37% (-0.33%)

Analysis last updated: Thursday, March 7, 2024 at 08:24 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.7131	5.51
$α$	0.0962	9.84
$β$	0.8572	51.83
$γ_{1}$	-0.0106	-0.41
$γ_{2}$	-0.0050	-0.13
$γ_{3}$	0.0319	1.66
$γ_{4}$	-0.0334	-2.65
$γ_{5}$	0.0287	3.46

Estimation Period:
Jan 3, 1990 to Mar 1, 2024

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Volatility Forecasts

Volatility Forecasts