V-Lab
V-Lab

GUD Holdings Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, March 28th, 2024:31.74% (-1.76%)

Analysis last updated: Thursday, March 28, 2024 at 07:00 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of GUD Holdings Ltd S0GARCH
paramt-stat
ω1.73815.60
α0.14667.07
β0.600813.52
γ10.11812.46
γ2-0.1278-1.78
γ3-0.0003-0.01
γ40.05981.14
γ5-0.1538-2.95
γ60.21335.07
γ7-0.1839-4.45
γ80.12522.90
γ9-0.0732-2.33
Estimation Period:
Jan 9, 1990 to Mar 22, 2024
Impact of return on volatility tomorrow
Volatility Forecasts