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

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V-Lab

OM Holdings Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, May 6th, 2024:50.83% (+2.04%)

Analysis last updated: Saturday, May 4, 2024 at 07:48 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.9817	3.12
$α$	0.1008	6.62
$β$	0.8668	44.15
$γ_{1}$	0.2989	0.79
$γ_{2}$	-0.2741	-0.43
$γ_{3}$	-0.3509	-0.90
$γ_{4}$	0.7161	3.75
$γ_{5}$	-0.6267	-3.44
$γ_{6}$	0.5265	2.15
$γ_{7}$	-0.8439	-2.74
$γ_{8}$	1.1274	3.26
$γ_{9}$	-1.1479	-3.41
$γ_{10}$	1.3036	3.57

Estimation Period:
Mar 19, 1998 to May 3, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts