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

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V-Lab

Jahwa Electronics Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, April 17th, 2024:51.04% (+0.92%)

Analysis last updated: Wednesday, April 17, 2024 at 10:05 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.5480	9.75
$α$	0.0629	6.57
$β$	0.8780	49.59
$γ_{1}$	0.0130	5.94
$γ_{2}$	-0.0162	-5.93

Estimation Period:
Jan 12, 1999 to Apr 12, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts