V-Lab: Wasu Media Holding Co Ltd Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Wasu Media Holding Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 29th, 2024:40.42% (+0.71%)

Analysis last updated: Saturday, April 27, 2024 at 09:18 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.7226	4.22
$α$	0.0956	5.33
$β$	0.8471	30.47
$γ_{1}$	-0.2124	-0.60
$γ_{2}$	0.6323	1.19
$γ_{3}$	-0.8594	-2.57
$γ_{4}$	0.6879	2.08
$γ_{5}$	-0.7893	-1.90
$γ_{6}$	1.3443	3.59
$γ_{7}$	-1.5440	-5.17
$γ_{8}$	1.2814	4.45
$γ_{9}$	-0.7225	-3.37

Estimation Period:
Sep 7, 2000 to Apr 26, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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