V-Lab: Youngone Holdings Co Ltd MF2-GARCH Volatility Analysis

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V-Lab

Youngone Holdings Co Ltd MF2-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 2nd, 2024:32.61% (-1.94%)

Analysis last updated: Thursday, May 2, 2024 at 11:55 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	61
$α$	0.1103	29.35
$β$	0.8215	159.48
$γ$	-0.0012	-0.19
$λ_{1}$	0.0045	2.44
$λ_{2}$	0.0087	3.93
$λ_{3}$	0.9907	394.56

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts