V-Lab
abrdn Global Dynamic Dividend Fund Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, May 20th, 2024:9.81% (-0.58%)
Analysis last updated: Friday, May 17, 2024 at 10:32 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6569 | 4.53 | |
| 0.1974 | 6.85 | |
| 0.7197 | 22.80 | |
| 0.4053 | 1.37 | |
| -1.2146 | -2.37 | |
| 1.3961 | 2.95 | |
| -1.1025 | -2.24 | |
| 1.0612 | 2.60 | |
| -0.9524 | -3.46 | |
| 0.7792 | 2.60 | |
| -0.5920 | -1.76 | |
| 0.3296 | 1.12 | |
| -0.4574 | -1.35 |
Estimation Period:
Jul 27, 2006 to May 17, 2024
Jul 27, 2006 to May 17, 2024
News Impact Curve
Volatility Forecasts
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