V-Lab
V-Lab

Eusu Holdings Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, March 28th, 2024:20.15% (-0.51%)

Analysis last updated: Thursday, March 28, 2024 at 11:29 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Eusu Holdings Co Ltd S0GARCH
paramt-stat
ω0.60126.94
α0.13169.24
β0.772329.90
γ10.20231.57
γ2-0.1910-0.83
γ3-0.1301-0.80
γ40.11801.34
γ50.07711.50
γ6-0.1621-3.27
γ70.18093.67
γ8-0.2173-4.15
γ90.19833.23
γ10-0.0793-1.82
Estimation Period:
Jan 3, 1990 to Mar 22, 2024
Impact of return on volatility tomorrow
Volatility Forecasts