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

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V-Lab

Telcoware Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 29th, 2024:14.67% (-0.34%)

Analysis last updated: Saturday, April 27, 2024 at 11:43 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.8705	5.51
$α$	0.1130	5.17
$β$	0.7816	19.50
$γ_{1}$	-0.2208	-1.26
$γ_{2}$	0.4096	1.35
$γ_{3}$	-0.4776	-1.43
$γ_{4}$	0.8612	2.63
$γ_{5}$	-1.0126	-4.16
$γ_{6}$	0.4511	2.25
$γ_{7}$	0.3697	2.13
$γ_{8}$	-0.9186	-5.18
$γ_{9}$	0.8686	4.75
$γ_{10}$	-0.3876	-2.81

Estimation Period:
Jul 20, 2004 to Apr 26, 2024

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Volatility Forecasts

Volatility Forecasts