V-Lab: Taihan Textile Co Ltd AGARCH Volatility Analysis

V-Lab

| |

V-Lab

Taihan Textile Co Ltd AGARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:22.97% (-0.92%)

Analysis last updated: Sunday, April 21, 2024 at 12:24 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.2049	13.17
$α$	0.1697	37.01
$β$	0.8303	145.19
$γ$	-0.5686	-3.69

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts