V-Lab: D.I Corp MF2-GARCH Volatility Analysis

V-Lab

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V-Lab

D.I Corp MF2-GARCH Volatility Analysis

Volatility Prediction for Wednesday, May 8th, 2024:97.43% (-0.29%)

Analysis last updated: Thursday, May 9, 2024 at 12:45 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	21
$α$	0.0880	13.68
$β$	0.5841	17.84
$γ$	0.0620	7.92
$λ_{1}$	3.3221	0.65
$λ_{2}$	0.7178	0.61
$λ_{3}$	0.0590	0.04

Estimation Period:
Jul 31, 1996 to May 3, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts