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

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V-Lab

Intergis Co Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 16th, 2024:18.32% (-0.85%)

Analysis last updated: Thursday, May 16, 2024 at 11:24 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.4220	3.78
$α$	0.1275	6.50
$β$	0.8040	22.89
$γ_{1}$	0.4264	3.13
$γ_{2}$	-0.7246	-3.55
$γ_{3}$	0.6872	4.20
$γ_{4}$	-0.8203	-4.58
$γ_{5}$	0.6084	2.57

Estimation Period:
Dec 16, 2011 to May 14, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts