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

V-Lab

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V-Lab

DREAM Unlimited Corp Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 16th, 2024:35.03% (-0.78%)

Analysis last updated: Thursday, May 16, 2024 at 12:58 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.5055	5.28
$α$	0.1106	3.51
$β$	0.7229	10.58
$γ_{1}$	1.2508	3.11
$γ_{2}$	-1.7874	-2.89
$γ_{3}$	0.3405	0.69
$γ_{4}$	0.7125	1.42
$γ_{5}$	-0.2949	-0.60
$γ_{6}$	-1.3671	-2.21
$γ_{7}$	2.5349	3.34
$γ_{8}$	-2.1585	-2.51
$γ_{9}$	1.1482	1.07

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts