V-Lab: T'way Holdings Inc Zero Slope Spline-GARCH Volatility Analysis

V-Lab

| |

V-Lab

T'way Holdings Inc Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 2nd, 2024:34.94% (-1.36%)

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

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.1821	1.62
$α$	0.1582	5.35
$β$	0.7415	13.35
$γ_{1}$	-0.0982	-0.43
$γ_{2}$	0.1372	0.44
$γ_{3}$	-0.1474	-1.23
$γ_{4}$	0.1585	2.73
$γ_{5}$	-0.0343	-0.82
$γ_{6}$	-0.0704	-1.72
$γ_{7}$	0.1002	2.26
$γ_{8}$	-0.0791	-1.74
$γ_{9}$	0.0572	1.64

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts