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

V-Lab

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V-Lab

DSR Wire Corp Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, May 10th, 2024:7.67% (-0.55%)

Analysis last updated: Saturday, May 11, 2024 at 03:44 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.2683	3.61
$α$	0.1712	7.12
$β$	0.6979	17.78
$γ_{1}$	0.1310	0.84
$γ_{2}$	-0.0655	-0.30
$γ_{3}$	-0.3350	-2.37
$γ_{4}$	0.5165	3.29
$γ_{5}$	-0.3091	-1.71
$γ_{6}$	0.1893	0.99
$γ_{7}$	-0.3826	-2.18
$γ_{8}$	0.4653	2.89
$γ_{9}$	-0.8773	-3.82

Estimation Period:
Jan 28, 2003 to May 3, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts