V-Lab: GUD Holdings Ltd Zero Slope Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

GUD Holdings Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, May 1st, 2024:36.98% (+1.82%)

Analysis last updated: Thursday, May 2, 2024 at 04:05 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.7215	5.57
$α$	0.1469	7.05
$β$	0.5967	13.30
$γ_{1}$	0.1163	2.44
$γ_{2}$	-0.1267	-1.79
$γ_{3}$	0.0016	0.03
$γ_{4}$	0.0566	1.10
$γ_{5}$	-0.1496	-2.91
$γ_{6}$	0.2093	5.02
$γ_{7}$	-0.1804	-4.44
$γ_{8}$	0.1215	2.85
$γ_{9}$	-0.0702	-2.27

Estimation Period:
Jan 9, 1990 to Apr 26, 2024

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Volatility Forecasts