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

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V-Lab

Youngone Holdings Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 2nd, 2024:33.08% (-2.20%)

Analysis last updated: Wednesday, May 1, 2024 at 10:01 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.8828	11.47
$α$	0.1079	8.90
$β$	0.8358	47.68
$γ_{1}$	-0.0065	-5.39
$γ_{2}$	0.0093	6.01

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts