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

V-Lab

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V-Lab

DN Automotive Corp Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 16th, 2024:25.37% (-0.48%)

Analysis last updated: Thursday, May 16, 2024 at 11:27 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.9191	11.02
$α$	0.0873	7.91
$β$	0.8638	48.11
$γ_{1}$	-0.0044	-3.04
$γ_{2}$	0.0083	2.93

Estimation Period:
Jan 3, 1990 to May 14, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts