V-Lab: T'way Holdings Inc Zero Slope Spline-GARCH Volatility Analysis

V-Lab

| |

V-Lab

T'way Holdings Inc Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, April 19th, 2024:34.57% (-0.64%)

Analysis last updated: Friday, April 19, 2024 at 11:59 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.1818	1.62
$α$	0.1591	5.40
$β$	0.7397	13.39
$γ_{1}$	-0.0983	-0.43
$γ_{2}$	0.1375	0.44
$γ_{3}$	-0.1476	-1.23
$γ_{4}$	0.1580	2.72
$γ_{5}$	-0.0330	-0.79
$γ_{6}$	-0.0715	-1.75
$γ_{7}$	0.1000	2.25
$γ_{8}$	-0.0773	-1.70
$γ_{9}$	0.0552	1.56

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts