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

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V-Lab

T'way Holdings Inc Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 2nd, 2024:26.68% (-1.87%)

Analysis last updated: Wednesday, May 1, 2024 at 10:09 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.1749	1.65
$α$	0.1665	7.29
$β$	0.7220	17.51
$γ_{1}$	-0.1091	-0.50
$γ_{2}$	0.1578	0.53
$γ_{3}$	-0.1678	-1.47
$γ_{4}$	0.1778	3.24
$γ_{5}$	-0.0499	-1.23
$γ_{6}$	-0.0535	-1.32
$γ_{7}$	0.0709	1.50
$γ_{8}$	-0.0150	-0.23
$γ_{9}$	-0.1133	-0.99

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts