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 29th, 2024:18.96% (+0.56%)

Analysis last updated: Saturday, April 27, 2024 at 11:59 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.6365	6.86
$α$	0.1262	8.90
$β$	0.7942	30.85
$γ_{1}$	0.1811	6.26
$γ_{2}$	-0.2951	-9.19
$γ_{3}$	0.1300	4.90
$γ_{4}$	-0.0045	-0.16
$γ_{5}$	-0.0179	-0.82
$γ_{6}$	-0.0147	-0.79
$γ_{7}$	0.0444	2.79

Estimation Period:
Jan 3, 1990 to Apr 26, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts