V-Lab: OSK Holdings Bhd Zero Slope Spline-GARCH Volatility Analysis

V-Lab

| |

V-Lab

OSK Holdings Bhd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, May 6th, 2024:18.88% (-1.25%)

Analysis last updated: Saturday, May 4, 2024 at 10:20 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.7598	5.22
$α$	0.1383	8.46
$β$	0.7817	32.25
$γ_{1}$	-0.1731	-2.49
$γ_{2}$	0.2541	2.54
$γ_{3}$	-0.1894	-2.53
$γ_{4}$	0.2064	2.36
$γ_{5}$	-0.1220	-1.57
$γ_{6}$	-0.0209	-0.35
$γ_{7}$	0.0986	1.72
$γ_{8}$	-0.1124	-1.69
$γ_{9}$	0.1237	1.69
$γ_{10}$	-0.0851	-1.71

Estimation Period:
May 31, 1991 to May 3, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts