V-Lab: DREAM Unlimited Corp GJR-GARCH Volatility Analysis

V-Lab

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V-Lab

DREAM Unlimited Corp GJR-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 16th, 2024:27.51% (-0.86%)

Analysis last updated: Thursday, May 16, 2024 at 12:57 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.1353	11.61
$α$	0.0299	9.12
$β$	0.8939	153.67
$γ$	0.0869	7.29

Estimation Period:
May 27, 2013 to May 10, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts