V-Lab: DSR Wire Corp Zero Slope Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

DSR Wire Corp Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 29th, 2024:16.58% (-0.18%)

Analysis last updated: Saturday, April 27, 2024 at 11:41 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.4316	3.31
$α$	0.1907	7.06
$β$	0.7124	20.81
$γ_{1}$	0.1459	0.85
$γ_{2}$	-0.0705	-0.29
$γ_{3}$	-0.3537	-2.23
$γ_{4}$	0.5274	3.06
$γ_{5}$	-0.3084	-1.56
$γ_{6}$	0.1628	0.77
$γ_{7}$	-0.2724	-1.39
$γ_{8}$	0.1094	0.68
$γ_{9}$	0.1808	2.00

Estimation Period:
Jan 28, 2003 to Apr 26, 2024

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