V-Lab: DRB Industrial Co Ltd Zero Slope Spline-GARCH Volatility Analysis

V-Lab

| |

V-Lab

DRB Industrial Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, May 7th, 2024:43.22% (-1.71%)

Analysis last updated: Saturday, May 4, 2024 at 11:01 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.2048	3.51
$α$	0.1273	4.34
$β$	0.7367	10.20
$γ_{1}$	1.4876	1.58
$γ_{2}$	-1.8740	-1.38
$γ_{3}$	-0.0066	-0.01
$γ_{4}$	0.4789	0.61
$γ_{5}$	-0.1148	-0.13
$γ_{6}$	1.5402	1.73
$γ_{7}$	-3.7658	-3.52
$γ_{8}$	3.5387	3.36
$γ_{9}$	-1.3290	-1.09
$γ_{10}$	-0.1948	-0.17

Estimation Period:
Oct 19, 2012 to May 3, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts