V-Lab
V-Lab

Toread Holdings Group Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, May 20th, 2024:60.01% (-0.59%)

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

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Toread Holdings Group Co Ltd SGARCH
paramt-stat
ω1.07842.56
α0.09015.39
β0.804221.42
γ1-0.9448-1.40
γ21.65701.97
γ3-0.8305-2.33
γ4-0.4405-1.13
γ51.17383.27
γ6-0.8025-2.24
γ70.25810.65
γ8-0.3195-0.78
γ91.00692.03
Estimation Period:
Oct 30, 2009 to May 17, 2024
Impact of return on volatility tomorrow
Volatility Forecasts