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

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V-Lab

Eusu Holdings Co Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 2nd, 2024:17.96% (-0.89%)

Analysis last updated: Wednesday, May 1, 2024 at 10:16 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.6101	7.45
$α$	0.1338	9.00
$β$	0.7636	27.95
$γ_{1}$	0.2071	1.73
$γ_{2}$	-0.1976	-0.91
$γ_{3}$	-0.1288	-0.83
$γ_{4}$	0.1194	1.41
$γ_{5}$	0.0788	1.58
$γ_{6}$	-0.1708	-3.57
$γ_{7}$	0.1948	4.06
$γ_{8}$	-0.2420	-4.77
$γ_{9}$	0.2583	3.88
$γ_{10}$	-0.2422	-2.42

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

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Volatility Forecasts

Volatility Forecasts