V-Lab: Wasu Media Holding Co Ltd MF2-GARCH Volatility Analysis

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V-Lab

Wasu Media Holding Co Ltd MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:53.13% (-2.13%)

Analysis last updated: Saturday, April 20, 2024 at 09:59 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	106
$α$	0.0756	26.62
$β$	0.9180	262.87
$γ$	0.0051	0.87
$λ_{1}$	8.6103	0.42
$λ_{2}$	0.0000	0.00
$λ_{3}$	0.4527	0.33

Estimation Period:
Sep 7, 2000 to Apr 19, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts