V-Lab: Eusu Holdings Co Ltd Spline-GARCH Volatility Analysis

V-Lab

| |

V-Lab

Eusu Holdings Co Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:18.22% (-0.88%)

Analysis last updated: Sunday, April 21, 2024 at 12:22 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.6092	7.43
$α$	0.1339	9.01
$β$	0.7631	27.91
$γ_{1}$	0.2066	1.71
$γ_{2}$	-0.1964	-0.90
$γ_{3}$	-0.1296	-0.84
$γ_{4}$	0.1186	1.41
$γ_{5}$	0.0813	1.63
$γ_{6}$	-0.1743	-3.65
$γ_{7}$	0.1992	4.17
$γ_{8}$	-0.2463	-4.81
$γ_{9}$	0.2604	3.87
$γ_{10}$	-0.2385	-2.34

Estimation Period:
Jan 3, 1990 to Apr 19, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts