V-Lab: e-Starco Co Ltd Spline-GARCH Volatility Analysis

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V-Lab

e-Starco Co Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 29th, 2024:36.20% (-5.13%)

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
$ω$	0.6493	6.37
$α$	0.1654	8.07
$β$	0.7379	24.83
$γ_{1}$	0.0532	1.18
$γ_{2}$	0.0094	0.14
$γ_{3}$	-0.2031	-3.53
$γ_{4}$	0.2048	3.32
$γ_{5}$	-0.0980	-1.48
$γ_{6}$	0.0907	1.26
$γ_{7}$	-0.0666	-0.98
$γ_{8}$	-0.1059	-1.77
$γ_{9}$	0.3464	6.01
$γ_{10}$	-0.7065	-6.24

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts