V-Lab: Anam Electronics Co Ltd Spline-GARCH Volatility Analysis

V-Lab

| |

V-Lab

Anam Electronics Co Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, April 19th, 2024:30.59% (-0.30%)

Analysis last updated: Friday, April 19, 2024 at 11:56 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.6114	8.37
$α$	0.1563	9.96
$β$	0.7733	36.34
$γ_{1}$	0.0283	2.99
$γ_{2}$	-0.0702	-4.79
$γ_{3}$	0.0652	5.26
$γ_{4}$	-0.0250	-1.84
$γ_{5}$	-0.0272	-1.24

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts