V-Lab
V-Lab

Development Advance Solution Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, May 3rd, 2024:23.06% (-0.50%)

Analysis last updated: Friday, May 3, 2024 at 10:16 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Development Advance Solution Co Ltd S0GARCH
paramt-stat
ω1.84233.63
α0.15856.23
β0.777125.35
γ10.73302.32
γ2-0.9709-2.00
γ30.25760.75
γ4-0.0769-0.21
γ50.23430.67
γ6-0.4554-1.17
γ70.71611.92
γ8-0.9878-4.50
γ90.90964.03
γ10-0.4348-2.59
Estimation Period:
Aug 2, 2004 to Apr 30, 2024
Impact of return on volatility tomorrow
Volatility Forecasts