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

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V-Lab

GUD Holdings Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 16th, 2024:58.16% (-15.29%)

Analysis last updated: Thursday, May 16, 2024 at 07:50 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.7744	5.88
$α$	0.1453	7.01
$β$	0.5901	12.60
$γ_{1}$	0.1260	2.74
$γ_{2}$	-0.1381	-2.00
$γ_{3}$	0.0003	0.01
$γ_{4}$	0.0657	1.29
$γ_{5}$	-0.1636	-3.19
$γ_{6}$	0.2268	5.43
$γ_{7}$	-0.2049	-4.94
$γ_{8}$	0.1676	3.44
$γ_{9}$	-0.1876	-2.69

Estimation Period:
Jan 9, 1990 to May 10, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts