V-Lab
V-Lab

Toread Holdings Group Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, May 7th, 2024:73.84% (+6.26%)

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

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Toread Holdings Group Co Ltd SGARCH
paramt-stat
ω1.07612.56
α0.08975.39
β0.804321.54
γ1-0.9518-1.41
γ21.66511.98
γ3-0.8251-2.30
γ4-0.4554-1.16
γ51.18503.30
γ6-0.8086-2.24
γ70.27660.70
γ8-0.3673-0.91
γ91.11642.28
Estimation Period:
Oct 30, 2009 to May 3, 2024
Impact of return on volatility tomorrow
Volatility Forecasts