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

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V-Lab

e-Starco Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 29th, 2024:52.93% (-4.66%)

Analysis last updated: Saturday, April 27, 2024 at 11:46 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.6906	5.97
$α$	0.1568	8.80
$β$	0.7791	32.71
$γ_{1}$	0.0855	2.25
$γ_{2}$	-0.0901	-1.57
$γ_{3}$	-0.0639	-1.30
$γ_{4}$	0.0902	1.66
$γ_{5}$	-0.0123	-0.26
$γ_{6}$	0.0257	0.57
$γ_{7}$	-0.1227	-2.51
$γ_{8}$	0.1504	3.35
$γ_{9}$	-0.0733	-2.69

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts