V-Lab: Energy World Corp Ltd Zero Slope Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

Energy World Corp Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 2nd, 2024:89.79% (-3.86%)

Analysis last updated: Friday, May 3, 2024 at 05:32 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.1383	5.19
$α$	0.0747	7.09
$β$	0.9086	68.46
$γ_{1}$	0.0389	3.25
$γ_{2}$	-0.0650	-3.66
$γ_{3}$	0.0347	2.78
$γ_{4}$	-0.0083	-0.85

Estimation Period:
Feb 2, 1990 to Apr 26, 2024

News Impact Curve

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Volatility Forecasts

Volatility Forecasts