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

V-Lab

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V-Lab

Maniker Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, May 7th, 2024:21.37% (-0.85%)

Analysis last updated: Tuesday, May 7, 2024 at 10:45 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	2.0489	4.10
$α$	0.2439	8.02
$β$	0.6565	19.04
$γ_{1}$	0.1683	1.31
$γ_{2}$	-0.2329	-1.24
$γ_{3}$	0.1494	1.24
$γ_{4}$	-0.1890	-1.70
$γ_{5}$	0.2010	2.20
$γ_{6}$	-0.1007	-1.12
$γ_{7}$	-0.1088	-0.86
$γ_{8}$	0.1900	1.79

Estimation Period:
Dec 13, 2000 to May 3, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts