V-Lab
Descartes Systems Group Inc/The Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, May 21st, 2024:15.86% (-1.19%)
Analysis last updated: Saturday, May 18, 2024 at 04:08 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9657 | 5.04 | |
| 0.1459 | 6.89 | |
| 0.6309 | 11.29 | |
| -0.3192 | -3.45 | |
| 0.4004 | 2.79 | |
| -0.1948 | -1.51 | |
| 0.2506 | 2.05 | |
| -0.2366 | -2.74 | |
| 0.2121 | 2.77 | |
| -0.2066 | -3.11 | |
| 0.2145 | 3.72 | |
| -0.1907 | -2.62 | |
| -0.0829 | -0.62 |
Estimation Period:
Jan 21, 1998 to May 17, 2024
Jan 21, 1998 to May 17, 2024
News Impact Curve
Volatility Forecasts
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