V-Lab: YOUNGWIRE Co Ltd Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

YOUNGWIRE Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, May 3rd, 2024:15.46% (-1.10%)

Analysis last updated: Friday, May 3, 2024 at 10:32 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.5869	3.46
$α$	0.2225	5.40
$β$	0.6504	11.00
$γ_{1}$	1.4364	4.57
$γ_{2}$	-2.2612	-4.26
$γ_{3}$	1.3220	3.03
$γ_{4}$	-1.2367	-3.38
$γ_{5}$	1.7957	5.36
$γ_{6}$	-1.7425	-4.43
$γ_{7}$	0.6765	1.31
$γ_{8}$	0.0602	0.12
$γ_{9}$	0.0619	0.22

Estimation Period:
Jan 25, 2010 to Apr 30, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts