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

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V-Lab

Telcoware Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 2nd, 2024:14.21% (-0.15%)

Analysis last updated: Wednesday, May 1, 2024 at 09:51 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.8740	5.52
$α$	0.1130	5.17
$β$	0.7814	19.47
$γ_{1}$	-0.2198	-1.25
$γ_{2}$	0.4084	1.34
$γ_{3}$	-0.4769	-1.42
$γ_{4}$	0.8600	2.63
$γ_{5}$	-1.0118	-4.16
$γ_{6}$	0.4515	2.25
$γ_{7}$	0.3689	2.13
$γ_{8}$	-0.9178	-5.18
$γ_{9}$	0.8664	4.75
$γ_{10}$	-0.3843	-2.79

Estimation Period:
Jul 20, 2004 to Apr 30, 2024

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Volatility Forecasts

Volatility Forecasts