V-Lab: DN Automotive Corp Zero Slope Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

DN Automotive Corp Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, May 7th, 2024:22.40% (-0.59%)

Analysis last updated: Tuesday, May 7, 2024 at 10:47 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.9676	10.97
$α$	0.0859	8.02
$β$	0.8708	52.16
$γ_{1}$	-0.0029	-2.40
$γ_{2}$	0.0042	2.68

Estimation Period:
Jan 3, 1990 to May 3, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts