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

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V-Lab

Yesco Holdings Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 2nd, 2024:13.06% (-0.54%)

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
$ω$	1.6861	6.22
$α$	0.2145	4.53
$β$	0.6472	11.37
$γ_{1}$	-0.2004	-2.77
$γ_{2}$	0.2308	1.79
$γ_{3}$	0.1346	0.97
$γ_{4}$	-0.4341	-3.25
$γ_{5}$	0.5266	5.62
$γ_{6}$	-0.4187	-5.10
$γ_{7}$	0.2688	3.32
$γ_{8}$	-0.1604	-2.14
$γ_{9}$	0.0642	1.13

Estimation Period:
Dec 25, 1996 to Apr 30, 2024

News Impact Curve

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Volatility Forecasts