V-Lab: Wasu Media Holding Co Ltd Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Wasu Media Holding Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 9th, 2024:31.99% (+2.62%)

Analysis last updated: Thursday, May 9, 2024 at 08:56 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.7195	4.23
$α$	0.0965	5.33
$β$	0.8447	29.98
$γ_{1}$	-0.2173	-0.61
$γ_{2}$	0.6395	1.21
$γ_{3}$	-0.8633	-2.60
$γ_{4}$	0.6917	2.12
$γ_{5}$	-0.7939	-1.94
$γ_{6}$	1.3473	3.63
$γ_{7}$	-1.5420	-5.21
$γ_{8}$	1.2733	4.46
$γ_{9}$	-0.7113	-3.36

Estimation Period:
Sep 7, 2000 to May 3, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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