V-Lab
V-Lab

CITECH Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, March 28th, 2024:50.47% (-0.46%)

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

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of CITECH Co Ltd S0GARCH
paramt-stat
ω0.60838.28
α0.170610.67
β0.735129.12
γ1-0.0441-1.25
γ20.08151.53
γ3-0.1007-2.55
γ40.10212.46
γ5-0.0290-0.68
γ6-0.0550-1.15
γ70.05491.16
γ80.03520.86
γ9-0.0744-2.43
Estimation Period:
Jan 3, 1990 to Mar 22, 2024
Impact of return on volatility tomorrow
Volatility Forecasts