V-Lab
UOB-Kay Hian Holdings Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, May 21st, 2024:12.94% (-0.58%)
Analysis last updated: Wednesday, May 22, 2024 at 12:01 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3003 | 5.11 | |
| 0.2130 | 7.85 | |
| 0.5376 | 11.07 | |
| -0.1272 | -1.97 | |
| 0.2779 | 2.92 | |
| -0.3311 | -5.63 | |
| 0.2773 | 5.61 | |
| -0.0370 | -0.81 | |
| -0.2354 | -5.30 | |
| 0.3064 | 6.79 | |
| -0.1204 | -2.64 | |
| -0.0306 | -0.59 | |
| -0.0052 | -0.05 |
Estimation Period:
Nov 14, 1990 to May 17, 2024
Nov 14, 1990 to May 17, 2024
News Impact Curve
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