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

V-Lab

| |

V-Lab

Eusu Holdings Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:20.49% (-0.71%)

Analysis last updated: Sunday, April 21, 2024 at 12:23 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.6364	6.87
$α$	0.1263	8.90
$β$	0.7940	30.82
$γ_{1}$	0.1811	6.26
$γ_{2}$	-0.2951	-9.20
$γ_{3}$	0.1300	4.90
$γ_{4}$	-0.0045	-0.16
$γ_{5}$	-0.0180	-0.83
$γ_{6}$	-0.0143	-0.77
$γ_{7}$	0.0441	2.76

Estimation Period:
Jan 3, 1990 to Apr 19, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts