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

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V-Lab

CITECH Co Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 29th, 2024:41.61% (-1.30%)

Analysis last updated: Saturday, April 27, 2024 at 11:53 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.5805	7.76
$α$	0.1698	10.77
$β$	0.7384	30.28
$γ_{1}$	-0.0658	-1.85
$γ_{2}$	0.1157	2.16
$γ_{3}$	-0.1223	-3.09
$γ_{4}$	0.1179	2.81
$γ_{5}$	-0.0404	-0.94
$γ_{6}$	-0.0461	-0.97
$γ_{7}$	0.0439	0.92
$γ_{8}$	0.0605	1.28
$γ_{9}$	-0.1557	-1.88

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts