V-Lab: CS Holdings Co Ltd Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

CS Holdings Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:27.64% (-2.90%)

Analysis last updated: Sunday, April 21, 2024 at 12:23 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.8146	7.06
$α$	0.1984	9.26
$β$	0.6950	25.23
$γ_{1}$	0.0182	0.39
$γ_{2}$	0.0356	0.49
$γ_{3}$	-0.1796	-3.23
$γ_{4}$	0.1767	2.90
$γ_{5}$	-0.0297	-0.42
$γ_{6}$	-0.0408	-0.58
$γ_{7}$	-0.0466	-0.67
$γ_{8}$	0.1860	1.80
$γ_{9}$	-0.2094	-1.53
$γ_{10}$	0.1311	1.37

Estimation Period:
Jan 3, 1990 to Apr 19, 2024

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