V-Lab: Wiscom Co Ltd MF2-GARCH Volatility Analysis

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V-Lab

Wiscom Co Ltd MF2-GARCH Volatility Analysis

Volatility Prediction for Friday, May 17th, 2024:13.21% (-0.36%)

Analysis last updated: Saturday, May 18, 2024 at 12:18 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	21
$α$	0.1254	21.81
$β$	0.7019	55.09
$γ$	0.0641	7.34
$λ_{1}$	0.0062	4.28
$λ_{2}$	0.0297	6.20
$λ_{3}$	0.9681	189.49

Estimation Period:
Nov 22, 1996 to May 14, 2024

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Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts