V-Lab: Toread Holdings Group Co Ltd Zero Slope Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

Toread Holdings Group Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, May 20th, 2024:41.99% (-0.77%)

Analysis last updated: Saturday, May 18, 2024 at 10:40 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.0810	2.49
$α$	0.0932	5.52
$β$	0.8076	23.44
$γ_{1}$	-0.9557	-1.37
$γ_{2}$	1.6701	1.93
$γ_{3}$	-0.8413	-2.29
$γ_{4}$	-0.4096	-1.01
$γ_{5}$	1.1158	3.01
$γ_{6}$	-0.7059	-1.92
$γ_{7}$	0.0755	0.19
$γ_{8}$	0.0753	0.19
$γ_{9}$	-0.0370	-0.12

Estimation Period:
Oct 30, 2009 to May 17, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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