V-Lab: Development Advance Solution Co Ltd Spline-GARCH Volatility Analysis

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V-Lab

Development Advance Solution Co Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 9th, 2024:13.62% (+1.00%)

Analysis last updated: Thursday, May 9, 2024 at 11:09 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.8270	3.97
$α$	0.1609	6.06
$β$	0.7594	22.17
$γ_{1}$	0.7842	2.68
$γ_{2}$	-1.0516	-2.34
$γ_{3}$	0.2928	0.92
$γ_{4}$	-0.0763	-0.22
$γ_{5}$	0.2197	0.67
$γ_{6}$	-0.4405	-1.21
$γ_{7}$	0.7235	2.01
$γ_{8}$	-1.0725	-5.03
$γ_{9}$	1.2472	5.42
$γ_{10}$	-1.5402	-4.10

Estimation Period:
Aug 2, 2004 to May 3, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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