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

V-Lab

| |

V-Lab

Husteel Co Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 29th, 2024:20.20% (-0.80%)

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
$ω$	0.7685	4.60
$α$	0.1145	7.60
$β$	0.8320	43.99
$γ_{1}$	0.0655	0.42
$γ_{2}$	-0.0248	-0.10
$γ_{3}$	-0.1710	-1.30
$γ_{4}$	0.1337	2.01
$γ_{5}$	0.0777	1.08
$γ_{6}$	-0.1391	-1.91
$γ_{7}$	0.0895	1.01
$γ_{8}$	-0.0851	-0.82
$γ_{9}$	0.2701	2.29
$γ_{10}$	-0.6388	-3.59

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts