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Ts Nexgen Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, June 5th, 2025:47.81% (-0.01%)
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 SGARCH
paramt-stat
ω0.99522.04
α0.18317.55
β0.803227.47
γ1-0.6514-1.32
γ20.96301.43
γ3-0.4237-0.90
γ4-0.6441-1.25
γ52.21544.19
γ6-2.2758-3.56
γ70.91631.26
γ8-0.5312-0.88
γ91.33052.66
γ10-1.6105-2.39
Estimation Period:
Oct 16, 2007 to Jun 2, 2025
Impact of return on volatility tomorrow
Volatility Forecasts