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

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V-Lab

Eusu Holdings Co Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 29th, 2024:16.34% (+0.75%)

Analysis last updated: Saturday, April 27, 2024 at 11:58 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.6091	7.42
$α$	0.1339	8.99
$β$	0.7636	27.97
$γ_{1}$	0.2081	1.73
$γ_{2}$	-0.1992	-0.92
$γ_{3}$	-0.1279	-0.83
$γ_{4}$	0.1190	1.41
$γ_{5}$	0.0791	1.58
$γ_{6}$	-0.1710	-3.57
$γ_{7}$	0.1950	4.06
$γ_{8}$	-0.2425	-4.77
$γ_{9}$	0.2593	3.89
$γ_{10}$	-0.2452	-2.42

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

News Impact Curve

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Volatility Forecasts

Volatility Forecasts