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

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V-Lab

Wasu Media Holding Co Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 29th, 2024:47.69% (+0.51%)

Analysis last updated: Saturday, April 27, 2024 at 09:17 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.7110	4.21
$α$	0.0963	5.28
$β$	0.8435	29.29
$γ_{1}$	-0.2377	-0.67
$γ_{2}$	0.6726	1.28
$γ_{3}$	-0.8854	-2.68
$γ_{4}$	0.7066	2.18
$γ_{5}$	-0.7989	-1.97
$γ_{6}$	1.3284	3.61
$γ_{7}$	-1.4665	-4.91
$γ_{8}$	1.0607	3.51
$γ_{9}$	-0.0649	-0.14

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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