V-Lab: Comtec Systems Co Ltd AGARCH Volatility Analysis

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V-Lab

Comtec Systems Co Ltd AGARCH Volatility Analysis

Volatility Prediction for Tuesday, May 7th, 2024:36.80% (-0.49%)

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
$ω$	1.1381	25.98
$α$	0.1793	39.52
$β$	0.7667	158.88
$γ$	-0.1553	-1.33

Estimation Period:
Feb 12, 1997 to May 3, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts