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

V-Lab

| |

V-Lab

Eagon Industries Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, April 17th, 2024:28.49% (-0.83%)

Analysis last updated: Wednesday, April 17, 2024 at 10:22 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.7714	7.05
$α$	0.0897	8.21
$β$	0.8899	68.52
$γ_{1}$	-0.0058	-3.43
$γ_{2}$	0.0075	3.43

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts