V-Lab
V-Lab

Yesco Holdings Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, March 28th, 2024:31.59% (+4.27%)

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

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Yesco Holdings Co Ltd S0GARCH
paramt-stat
ω1.62776.05
α0.21084.55
β0.652111.44
γ1-0.2093-2.83
γ20.23951.82
γ30.13690.97
γ4-0.4357-3.24
γ50.52135.53
γ6-0.4060-4.84
γ70.25303.10
γ8-0.1469-1.97
γ90.05671.00
Estimation Period:
Dec 25, 1996 to Mar 22, 2024
Impact of return on volatility tomorrow
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