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Villa Dubrovnik D D Hotelij Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, July 16th, 2025:14,801,558.32% (-5.11%)
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 SGARCH
paramt-stat
ω99.9967999,967,000.00
α0.0673672,870.00
β0.93279,326,740.00
γ192.5540925,539,500.00
γ2-334.4185-3,344,185,000.00
γ3452.06284,520,628,000.00
γ4-481.8012-4,818,012,000.00
γ51,372.621013,726,210,000.00
γ6-6,815.3580-68,153,580,000.00
γ715,825.9300158,259,300,000.00
γ8-16,660.7000-166,607,000,000.00
γ98,085.138080,851,380,000.00
Estimation Period:
Jun 25, 2021 to May 30, 2025
Impact of return on volatility tomorrow
Volatility Forecasts