V-Lab: TKG Huchems Co Ltd EGARCH Volatility Analysis

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V-Lab

TKG Huchems Co Ltd EGARCH Volatility Analysis

Volatility Prediction for Thursday, April 18th, 2024:18.67% (-0.43%)

Analysis last updated: Thursday, April 18, 2024 at 10:19 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0558	13.74
$α$	0.1667	26.39
$β$	0.9728	553.98
$γ$	-0.0281	-3.39

Estimation Period:
Oct 7, 2002 to Apr 12, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts