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

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V-Lab

e-Starco Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:74.21% (-7.86%)

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
$ω$	0.6860	5.92
$α$	0.1564	8.79
$β$	0.7799	32.81
$γ_{1}$	0.0828	2.16
$γ_{2}$	-0.0854	-1.48
$γ_{3}$	-0.0675	-1.37
$γ_{4}$	0.0931	1.71
$γ_{5}$	-0.0147	-0.31
$γ_{6}$	0.0284	0.63
$γ_{7}$	-0.1253	-2.56
$γ_{8}$	0.1521	3.42
$γ_{9}$	-0.0742	-2.74

Estimation Period:
Jan 3, 1990 to Apr 19, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts