V-Lab
V-Lab

T'way Holdings Inc Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, March 28th, 2024:33.59% (-1.08%)

Analysis last updated: Thursday, March 28, 2024 at 11:26 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of T'way Holdings Inc S0GARCH
paramt-stat
ω0.17971.59
α0.16115.52
β0.736513.58
γ1-0.1009-0.44
γ20.14080.45
γ3-0.1485-1.23
γ40.15702.69
γ5-0.0304-0.72
γ6-0.0735-1.79
γ70.09942.23
γ8-0.0732-1.60
γ90.05031.41
Estimation Period:
Jan 3, 1990 to Mar 22, 2024
Impact of return on volatility tomorrow
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