V-Lab: DENTSPLY International Inc Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

DENTSPLY International Inc Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, November 11th, 2024:142.11% (-15.03%)

Analysis last updated: Friday, November 8, 2024 at 10:58 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.7621	8.63
$α$	0.0832	7.11
$β$	0.7886	21.32
$γ_{1}$	-0.0753	-1.86
$γ_{2}$	0.1801	2.67
$γ_{3}$	-0.1560	-2.34
$γ_{4}$	0.0184	0.29
$γ_{5}$	0.1367	2.92
$γ_{6}$	-0.2157	-5.75
$γ_{7}$	0.1600	3.87
$γ_{8}$	0.0251	0.48
$γ_{9}$	-0.1828	-2.07
$γ_{10}$	0.2667	1.27

Estimation Period:
Jan 1, 1990 to Nov 8, 2024

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