V-Lab: DREAM Unlimited Corp Zero Slope Spline-GARCH Volatility Analysis

V-Lab

| |

V-Lab

DREAM Unlimited Corp Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 2nd, 2024:28.75% (+0.22%)

Analysis last updated: Thursday, May 2, 2024 at 02:29 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.4983	5.21
$α$	0.1116	3.53
$β$	0.7239	10.77
$γ_{1}$	1.2283	3.00
$γ_{2}$	-1.7455	-2.77
$γ_{3}$	0.3026	0.60
$γ_{4}$	0.7358	1.44
$γ_{5}$	-0.2901	-0.58
$γ_{6}$	-1.3724	-2.16
$γ_{7}$	2.4776	3.30
$γ_{8}$	-1.9806	-2.66
$γ_{9}$	0.6959	1.21

Estimation Period:
May 27, 2013 to Apr 19, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts