V-Lab: ENEOS Holdings Inc Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

ENEOS Holdings Inc Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, May 20th, 2024:51.28% (-3.97%)

Analysis last updated: Sunday, May 19, 2024 at 01:30 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.5486	4.76
$α$	0.0836	4.45
$β$	0.7318	13.16
$γ_{1}$	0.2773	0.55
$γ_{2}$	-0.5137	-0.71
$γ_{3}$	0.6334	1.83
$γ_{4}$	-0.7655	-3.29
$γ_{5}$	0.7923	3.71
$γ_{6}$	-0.9606	-4.21
$γ_{7}$	0.9494	3.68
$γ_{8}$	-0.7194	-2.45
$γ_{9}$	1.1532	2.55

Estimation Period:
Apr 1, 2010 to May 17, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts