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

V-Lab

| |

V-Lab

TKG Huchems Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, May 3rd, 2024:20.02% (-0.64%)

Analysis last updated: Friday, May 3, 2024 at 10:15 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.5139	5.98
$α$	0.1169	6.29
$β$	0.7138	18.03
$γ_{1}$	0.2358	1.70
$γ_{2}$	-0.0666	-0.32
$γ_{3}$	-0.4905	-3.32
$γ_{4}$	0.4777	3.98
$γ_{5}$	-0.2191	-2.16
$γ_{6}$	0.1707	1.73
$γ_{7}$	-0.2047	-1.95
$γ_{8}$	0.2560	1.94
$γ_{9}$	-0.4056	-2.62
$γ_{10}$	0.3768	2.90

Estimation Period:
Oct 7, 2002 to Apr 30, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts