V-Lab: DCM Corp Zero Slope Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

DCM Corp Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 2nd, 2024:18.67% (-0.27%)

Analysis last updated: Wednesday, May 1, 2024 at 09:57 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.4647	4.31
$α$	0.1794	4.60
$β$	0.7118	14.99
$γ_{1}$	-0.5763	-4.18
$γ_{2}$	0.9556	5.15
$γ_{3}$	-0.5514	-4.66
$γ_{4}$	0.3088	1.80
$γ_{5}$	-0.3564	-1.86
$γ_{6}$	0.5192	3.16
$γ_{7}$	-0.7244	-4.59
$γ_{8}$	0.9730	6.42
$γ_{9}$	-0.9100	-6.01
$γ_{10}$	0.4508	4.50

Estimation Period:
Aug 18, 1999 to Apr 30, 2024

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Volatility Forecasts

Volatility Forecasts