V-Lab: Youngone Holdings Co Ltd GARCH Volatility Analysis

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V-Lab

Youngone Holdings Co Ltd GARCH Volatility Analysis

Volatility Prediction for Friday, April 19th, 2024:26.44% (-0.64%)

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
$ω$	0.1897	19.65
$α$	0.1004	40.56
$β$	0.8802	326.61

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts