V-Lab: Eusu Holdings Co Ltd Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Eusu Holdings Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 2nd, 2024:20.29% (-0.71%)

Analysis last updated: Wednesday, May 1, 2024 at 10:17 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.6358	6.84
$α$	0.1262	8.90
$β$	0.7942	30.85
$γ_{1}$	0.1807	6.23
$γ_{2}$	-0.2946	-9.15
$γ_{3}$	0.1302	4.93
$γ_{4}$	-0.0047	-0.17
$γ_{5}$	-0.0181	-0.83
$γ_{6}$	-0.0140	-0.76
$γ_{7}$	0.0440	2.77

Estimation Period:
Jan 3, 1990 to Apr 30, 2024

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Volatility Forecasts