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

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V-Lab

Eusu Holdings Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, April 18th, 2024:21.41% (-1.22%)

Analysis last updated: Thursday, April 18, 2024 at 10:54 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.6363	6.94
$α$	0.1261	8.88
$β$	0.7937	30.73
$γ_{1}$	0.1815	6.34
$γ_{2}$	-0.2957	-9.29
$γ_{3}$	0.1301	4.91
$γ_{4}$	-0.0046	-0.16
$γ_{5}$	-0.0176	-0.81
$γ_{6}$	-0.0150	-0.81
$γ_{7}$	0.0446	2.79

Estimation Period:
Jan 3, 1990 to Apr 12, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts