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

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V-Lab

TBH Global Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:33.24% (-1.48%)

Analysis last updated: Sunday, April 21, 2024 at 12:08 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.9899	4.46
$α$	0.1130	4.93
$β$	0.7919	21.57
$γ_{1}$	0.0856	0.74
$γ_{2}$	-0.2172	-1.29
$γ_{3}$	0.2423	1.97
$γ_{4}$	-0.2228	-1.81
$γ_{5}$	0.2838	2.66
$γ_{6}$	-0.3538	-3.40
$γ_{7}$	0.2642	3.12

Estimation Period:
Dec 19, 2005 to Apr 19, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts