V-Lab: T'way Holdings Inc Spline-GARCH Volatility Analysis

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V-Lab

T'way Holdings Inc Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, May 14th, 2024:24.16% (-0.94%)

Analysis last updated: Wednesday, May 15, 2024 at 02:32 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.1754	1.67
$α$	0.1664	7.31
$β$	0.7218	17.53
$γ_{1}$	-0.1080	-0.50
$γ_{2}$	0.1560	0.53
$γ_{3}$	-0.1670	-1.47
$γ_{4}$	0.1780	3.25
$γ_{5}$	-0.0511	-1.27
$γ_{6}$	-0.0522	-1.29
$γ_{7}$	0.0704	1.49
$γ_{8}$	-0.0152	-0.24
$γ_{9}$	-0.1149	-1.00

Estimation Period:
Jan 3, 1990 to May 10, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts