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Villa Dubrovnik D D Hotelij Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, July 16th, 2025:66,745,273.99% (0.00%)
Analysis last updated: Thursday, July 17, 2025 at 03:26 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

All

graph of Villa Dubrovnik D D Hotelij S0GARCH
paramt-stat
ω3.91910.16
α0.840011.79
β0.154610.70
γ1-551.7392-6.08
γ2957.66215.62
γ3-483.8234-3.92
γ4-674.8909-5.52
γ52,188.763023.43
γ6-2,282.8060-57.61
γ7680.636039.51
γ8918.645135.41
γ9-1,363.8810-30.92
γ10742.782916.88
Estimation Period:
Jun 25, 2021 to May 30, 2025
Impact of return on volatility tomorrow
Volatility Forecasts