V-Lab: Thaai Casting Limited MF2-GARCH Volatility Analysis

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V-Lab

Thaai Casting Limited MF2-GARCH Volatility Analysis

Volatility Prediction for Tuesday, January 28th, 2025:65.63% (+20.11%)

Analysis last updated: Tuesday, January 28, 2025 at 11:20 PM UTC

Date Range:

from

to

6M ·

Parameter Estimates

	param	t-stat
$m$	41
$α$	0.0808	808380.00
$β$	0.8401	8401250.00
$γ$	0.1118	1118260.00
$λ_{1}$	0.0001	820.00
$λ_{2}$	0.0001	990.00
$λ_{3}$	0.0003	3230.00

Estimation Period:
Feb 23, 2024 to Jan 24, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts