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V-Lab

DKME Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, June 5th, 2025:0.00% (0.00%)
Analysis last updated: Thursday, June 5, 2025 at 11:17 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of DKME S0GARCH
paramt-stat
ω9.74533.58
α0.6574509.98
β0.3417245.85
γ1-0.0223-0.68
γ20.03850.79
γ3-0.0967-2.50
γ40.15513.46
γ5-0.1095-2.35
γ6-0.0078-0.15
γ70.28093.96
γ8-4.0332-45.77
γ97.3751114.26
Estimation Period:
Jan 3, 1990 to Jun 2, 2025
Impact of return on volatility tomorrow
Volatility Forecasts