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

V-Lab

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V-Lab

Maniker Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:27.45% (-0.12%)

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

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	2.0473	4.05
$α$	0.2460	8.04
$β$	0.6554	18.98
$γ_{1}$	0.1684	1.30
$γ_{2}$	-0.2343	-1.24
$γ_{3}$	0.1527	1.26
$γ_{4}$	-0.1927	-1.73
$γ_{5}$	0.2036	2.23
$γ_{6}$	-0.1014	-1.11
$γ_{7}$	-0.1076	-0.83
$γ_{8}$	0.1874	1.72

Estimation Period:
Dec 13, 2000 to Apr 19, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts