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

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V-Lab

CITECH Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:53.75% (+0.54%)

Analysis last updated: Sunday, April 21, 2024 at 12:18 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.6146	8.30
$α$	0.1714	10.68
$β$	0.7361	29.45
$γ_{1}$	-0.0416	-1.18
$γ_{2}$	0.0772	1.45
$γ_{3}$	-0.0975	-2.47
$γ_{4}$	0.1004	2.41
$γ_{5}$	-0.0284	-0.66
$γ_{6}$	-0.0559	-1.17
$γ_{7}$	0.0583	1.21
$γ_{8}$	0.0290	0.70
$γ_{9}$	-0.0686	-2.29

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts