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

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V-Lab

Telcoware Co Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 29th, 2024:15.50% (-0.33%)

Analysis last updated: Saturday, April 27, 2024 at 11:42 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.8110	5.39
$α$	0.1118	5.14
$β$	0.7845	19.62
$γ_{1}$	-0.2615	-1.49
$γ_{2}$	0.4723	1.56
$γ_{3}$	-0.5166	-1.55
$γ_{4}$	0.8920	2.74
$γ_{5}$	-1.0367	-4.26
$γ_{6}$	0.4686	2.34
$γ_{7}$	0.3569	2.04
$γ_{8}$	-0.9034	-4.91
$γ_{9}$	0.8340	4.01
$γ_{10}$	-0.2917	-0.91

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

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Volatility Forecasts

Volatility Forecasts