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

V-Lab

| |

V-Lab

Jahwa Electronics Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, April 30th, 2024:48.91% (-0.16%)

Analysis last updated: Tuesday, April 30, 2024 at 09:21 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.5461	9.72
$α$	0.0626	6.56
$β$	0.8787	49.90
$γ_{1}$	0.0129	5.92
$γ_{2}$	-0.0161	-5.91

Estimation Period:
Jan 12, 1999 to Apr 26, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts