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Ts Nexgen Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, June 5th, 2025:65.86% (0.00%)
Analysis last updated: Thursday, June 5, 2025 at 11:21 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Ts Nexgen Co Ltd S0GARCH
paramt-stat
ω0.98352.14
α0.17717.79
β0.806828.42
γ1-0.5730-1.19
γ20.86011.30
γ3-0.3943-0.85
γ4-0.6351-1.25
γ52.17424.19
γ6-2.2236-3.50
γ70.87071.20
γ8-0.4574-0.77
γ91.14962.65
γ10-1.1743-3.39
Estimation Period:
Oct 16, 2007 to Jun 2, 2025
Impact of return on volatility tomorrow
Volatility Forecasts