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

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V-Lab

Wasu Media Holding Co Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 9th, 2024:39.84% (+2.03%)

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
$ω$	0.7100	4.23
$α$	0.0971	5.28
$β$	0.8416	28.90
$γ_{1}$	-0.2403	-0.68
$γ_{2}$	0.6768	1.29
$γ_{3}$	-0.8883	-2.70
$γ_{4}$	0.7105	2.21
$γ_{5}$	-0.8046	-1.99
$γ_{6}$	1.3351	3.65
$γ_{7}$	-1.4743	-4.98
$γ_{8}$	1.0784	3.61
$γ_{9}$	-0.1345	-0.31

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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