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

V-Lab

| |

V-Lab

Yesco Holdings Co Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 2nd, 2024:13.93% (-0.51%)

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
$ω$	1.6281	6.06
$α$	0.2149	4.52
$β$	0.6457	11.27
$γ_{1}$	-0.2122	-2.92
$γ_{2}$	0.2439	1.89
$γ_{3}$	0.1368	0.98
$γ_{4}$	-0.4431	-3.31
$γ_{5}$	0.5383	5.74
$γ_{6}$	-0.4314	-5.27
$γ_{7}$	0.2841	3.52
$γ_{8}$	-0.1835	-2.28
$γ_{9}$	0.1129	0.73

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts