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

V-Lab

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V-Lab

Toread Holdings Group Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, May 7th, 2024:58.28% (+8.75%)

Analysis last updated: Tuesday, May 7, 2024 at 08:56 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.0790	2.49
$α$	0.0937	5.53
$β$	0.8070	23.09
$γ_{1}$	-0.9648	-1.38
$γ_{2}$	1.6813	1.94
$γ_{3}$	-0.8381	-2.26
$γ_{4}$	-0.4210	-1.03
$γ_{5}$	1.1215	3.01
$γ_{6}$	-0.7032	-1.90
$γ_{7}$	0.0766	0.19
$γ_{8}$	0.0675	0.17
$γ_{9}$	-0.0313	-0.10

Estimation Period:
Oct 30, 2009 to May 3, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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