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

V-Lab

| |

V-Lab

Telcoware Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, April 18th, 2024:16.70% (-0.38%)

Analysis last updated: Thursday, April 18, 2024 at 10:45 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.8608	5.49
$α$	0.1126	5.17
$β$	0.7820	19.49
$γ_{1}$	-0.2257	-1.28
$γ_{2}$	0.4186	1.37
$γ_{3}$	-0.4863	-1.44
$γ_{4}$	0.8679	2.65
$γ_{5}$	-1.0097	-4.15
$γ_{6}$	0.4352	2.17
$γ_{7}$	0.3922	2.26
$γ_{8}$	-0.9358	-5.25
$γ_{9}$	0.8759	4.78
$γ_{10}$	-0.3902	-2.81

Estimation Period:
Jul 20, 2004 to Apr 12, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts