V-Lab
V-Lab

e-Starco Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, March 28th, 2024:35.27% (+0.64%)

Analysis last updated: Thursday, March 28, 2024 at 11:23 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of e-Starco Co Ltd S0GARCH
paramt-stat
ω0.68615.95
α0.15348.72
β0.783333.14
γ10.08322.17
γ2-0.0850-1.47
γ3-0.0696-1.40
γ40.09511.74
γ5-0.0169-0.35
γ60.03210.71
γ7-0.1285-2.63
γ80.15093.44
γ9-0.0697-2.58
Estimation Period:
Jan 3, 1990 to Mar 22, 2024
Impact of return on volatility tomorrow
Volatility Forecasts