V-Lab: abrdn Global Dynamic Dividend Fund Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

abrdn Global Dynamic Dividend Fund Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, May 17th, 2024:12.28% (-0.89%)

Analysis last updated: Thursday, May 16, 2024 at 09:24 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.6339	4.16
$α$	0.1981	6.88
$β$	0.7217	23.08
$γ_{1}$	0.3435	1.10
$γ_{2}$	-1.1263	-2.11
$γ_{3}$	1.3526	2.78
$γ_{4}$	-1.0741	-2.16
$γ_{5}$	1.0405	2.54
$γ_{6}$	-0.9311	-3.37
$γ_{7}$	0.7466	2.48
$γ_{8}$	-0.5286	-1.57
$γ_{9}$	0.1732	0.62
$γ_{10}$	0.0205	0.13

Estimation Period:
Jul 27, 2006 to May 10, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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