V-Lab
V-Lab

Comtec Systems Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, March 27th, 2024:38.64% (-1.23%)

Analysis last updated: Thursday, March 28, 2024 at 12:00 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Comtec Systems Co Ltd S0GARCH
paramt-stat
ω0.85356.51
α0.16677.47
β0.733323.72
γ1-0.1806-3.56
γ20.22422.82
γ3-0.0541-0.85
γ40.04330.65
γ5-0.0731-1.06
γ60.10771.50
γ7-0.1682-2.21
γ80.15642.73
Estimation Period:
Feb 12, 1997 to Mar 22, 2024
Impact of return on volatility tomorrow
Volatility Forecasts