V-Lab: GUD Holdings Ltd Spline-GARCH Volatility Analysis

V-Lab

| |

V-Lab

GUD Holdings Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, May 1st, 2024:31.89% (+2.10%)

Analysis last updated: Thursday, May 2, 2024 at 04:05 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.7645	5.81
$α$	0.1448	6.99
$β$	0.5926	12.67
$γ_{1}$	0.1257	2.70
$γ_{2}$	-0.1381	-1.98
$γ_{3}$	0.0010	0.02
$γ_{4}$	0.0654	1.27
$γ_{5}$	-0.1639	-3.18
$γ_{6}$	0.2274	5.42
$γ_{7}$	-0.2056	-4.92
$γ_{8}$	0.1685	3.44
$γ_{9}$	-0.1883	-2.66

Estimation Period:
Jan 9, 1990 to Apr 26, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts