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

V-Lab

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V-Lab

YOUNGWIRE Co Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 9th, 2024:13.03% (-0.19%)

Analysis last updated: Thursday, May 9, 2024 at 11:11 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.6094	3.52
$α$	0.2266	5.45
$β$	0.6425	10.78
$γ_{1}$	1.4734	4.70
$γ_{2}$	-2.3229	-4.40
$γ_{3}$	1.3641	3.15
$γ_{4}$	-1.2639	-3.49
$γ_{5}$	1.8097	5.41
$γ_{6}$	-1.7440	-4.37
$γ_{7}$	0.6550	1.22
$γ_{8}$	0.1295	0.23
$γ_{9}$	-0.1521	-0.28

Estimation Period:
Jan 25, 2010 to May 3, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts