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

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V-Lab

Telcoware Co Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, May 13th, 2024:14.19% (+1.08%)

Analysis last updated: Monday, May 13, 2024 at 11:57 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	2.0403	5.92
$α$	0.1140	5.19
$β$	0.7798	19.43
$γ_{1}$	-0.1444	-0.84
$γ_{2}$	0.3133	1.04
$γ_{3}$	-0.4531	-1.36
$γ_{4}$	0.8594	2.64
$γ_{5}$	-1.0264	-4.22
$γ_{6}$	0.4768	2.38
$γ_{7}$	0.3449	1.98
$γ_{8}$	-0.9093	-5.00
$γ_{9}$	0.8800	4.30
$γ_{10}$	-0.4324	-1.44

Estimation Period:
Jul 20, 2004 to May 10, 2024

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Volatility Forecasts

Volatility Forecasts