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

V-Lab

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V-Lab

Youngone Holdings Co Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 16th, 2024:25.88% (-0.92%)

Analysis last updated: Thursday, May 16, 2024 at 11:27 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.8377	10.63
$α$	0.1078	8.65
$β$	0.8351	45.21
$γ_{1}$	-0.0081	-5.32
$γ_{2}$	0.0134	4.62

Estimation Period:
Jan 3, 1990 to May 14, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts