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

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V-Lab

CITECH Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 29th, 2024:50.50% (-1.09%)

Analysis last updated: Saturday, April 27, 2024 at 11:54 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.6139	8.27
$α$	0.1713	10.67
$β$	0.7366	29.55
$γ_{1}$	-0.0421	-1.19
$γ_{2}$	0.0778	1.46
$γ_{3}$	-0.0977	-2.46
$γ_{4}$	0.1003	2.40
$γ_{5}$	-0.0283	-0.66
$γ_{6}$	-0.0563	-1.18
$γ_{7}$	0.0591	1.23
$γ_{8}$	0.0275	0.67
$γ_{9}$	-0.0669	-2.24

Estimation Period:
Jan 3, 1990 to Apr 26, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts