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

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V-Lab

e-Starco Co Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, May 10th, 2024:15.70% (-1.76%)

Analysis last updated: Saturday, May 11, 2024 at 03:48 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.6490	6.39
$α$	0.1659	8.11
$β$	0.7360	25.08
$γ_{1}$	0.0535	1.20
$γ_{2}$	0.0084	0.12
$γ_{3}$	-0.2020	-3.54
$γ_{4}$	0.2046	3.34
$γ_{5}$	-0.0982	-1.49
$γ_{6}$	0.0915	1.27
$γ_{7}$	-0.0697	-1.02
$γ_{8}$	-0.1005	-1.67
$γ_{9}$	0.3420	5.95
$γ_{10}$	-0.7166	-6.31

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts