V-Lab: OSK Holdings Bhd Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

OSK Holdings Bhd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, November 12th, 2024:18.04% (-0.18%)

Analysis last updated: Tuesday, November 12, 2024 at 09:45 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.8155	5.09
$α$	0.1391	8.75
$β$	0.7886	35.22
$γ_{1}$	-0.0998	-1.65
$γ_{2}$	0.1220	1.37
$γ_{3}$	-0.0682	-1.43
$γ_{4}$	0.1292	2.88
$γ_{5}$	-0.1718	-3.59
$γ_{6}$	0.1497	2.95
$γ_{7}$	-0.1207	-2.02
$γ_{8}$	0.1324	2.08
$γ_{9}$	-0.1016	-2.21

Estimation Period:
May 31, 1991 to Nov 8, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts