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

V-Lab

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V-Lab

YOUNGWIRE Co Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 29th, 2024:21.98% (-3.72%)

Analysis last updated: Saturday, April 27, 2024 at 11:45 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.6065	3.49
$α$	0.2230	5.41
$β$	0.6495	10.97
$γ_{1}$	1.4655	4.66
$γ_{2}$	-2.3092	-4.34
$γ_{3}$	1.3554	3.10
$γ_{4}$	-1.2614	-3.45
$γ_{5}$	1.8121	5.39
$γ_{6}$	-1.7495	-4.37
$γ_{7}$	0.6672	1.24
$γ_{8}$	0.1012	0.18
$γ_{9}$	-0.0572	-0.10

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts