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

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V-Lab

TBH Global Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, May 7th, 2024:28.74% (-0.70%)

Analysis last updated: Saturday, May 4, 2024 at 11:01 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.9913	4.47
$α$	0.1125	4.94
$β$	0.7933	21.75
$γ_{1}$	0.0843	0.74
$γ_{2}$	-0.2146	-1.29
$γ_{3}$	0.2400	1.97
$γ_{4}$	-0.2211	-1.81
$γ_{5}$	0.2833	2.66
$γ_{6}$	-0.3586	-3.49
$γ_{7}$	0.2730	3.26

Estimation Period:
Dec 19, 2005 to May 3, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts