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

V-Lab

| |

V-Lab

YOUNGWIRE Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:24.82% (+3.73%)

Analysis last updated: Sunday, April 21, 2024 at 12:15 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.5879	3.46
$α$	0.2216	5.38
$β$	0.6521	11.04
$γ_{1}$	1.4472	4.56
$γ_{2}$	-2.2800	-4.25
$γ_{3}$	1.3390	3.04
$γ_{4}$	-1.2571	-3.42
$γ_{5}$	1.8101	5.33
$γ_{6}$	-1.7326	-4.29
$γ_{7}$	0.6474	1.24
$γ_{8}$	0.0819	0.17
$γ_{9}$	0.0554	0.20

Estimation Period:
Jan 25, 2010 to Apr 19, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts