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

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V-Lab

TBH Global Co Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 2nd, 2024:28.55% (-1.22%)

Analysis last updated: Friday, May 3, 2024 at 12:01 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.8735	5.98
$α$	0.1256	4.88
$β$	0.7928	23.21
$γ_{1}$	-0.0415	-2.68
$γ_{2}$	0.0690	2.85
$γ_{3}$	-0.0668	-2.47

Estimation Period:
Dec 19, 2005 to Apr 30, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts