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

V-Lab

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V-Lab

YOUNGWIRE Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 29th, 2024:22.44% (-3.64%)

Analysis last updated: Saturday, April 27, 2024 at 11:46 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.5901	3.47
$α$	0.2216	5.40
$β$	0.6522	11.05
$γ_{1}$	1.4372	4.57
$γ_{2}$	-2.2619	-4.26
$γ_{3}$	1.3221	3.02
$γ_{4}$	-1.2372	-3.38
$γ_{5}$	1.7948	5.35
$γ_{6}$	-1.7398	-4.42
$γ_{7}$	0.6733	1.31
$γ_{8}$	0.0640	0.13
$γ_{9}$	0.0588	0.21

Estimation Period:
Jan 25, 2010 to Apr 26, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts