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

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V-Lab

Maniker Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 29th, 2024:24.72% (-1.63%)

Analysis last updated: Saturday, April 27, 2024 at 11:44 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	2.0499	4.08
$α$	0.2450	8.03
$β$	0.6559	19.02
$γ_{1}$	0.1674	1.30
$γ_{2}$	-0.2316	-1.23
$γ_{3}$	0.1488	1.23
$γ_{4}$	-0.1888	-1.70
$γ_{5}$	0.2012	2.20
$γ_{6}$	-0.1015	-1.13
$γ_{7}$	-0.1070	-0.84
$γ_{8}$	0.1884	1.76

Estimation Period:
Dec 13, 2000 to Apr 26, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts