V-Lab
V-Lab

Telcoware Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, March 27th, 2024:16.31% (-0.61%)

Analysis last updated: Wednesday, March 27, 2024 at 11:56 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Telcoware Co Ltd S0GARCH
paramt-stat
ω1.84515.46
α0.11185.15
β0.783719.53
γ1-0.2363-1.32
γ20.43771.40
γ3-0.5062-1.48
γ40.88622.70
γ5-1.0074-4.15
γ60.40412.02
γ70.43332.50
γ8-0.9579-5.29
γ90.86844.68
γ10-0.3731-2.66
Estimation Period:
Jul 20, 2004 to Mar 22, 2024
Impact of return on volatility tomorrow
Volatility Forecasts