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

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V-Lab

RIFA Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:35.48% (+0.59%)

Analysis last updated: Sunday, April 21, 2024 at 12:22 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.8267	5.52
$α$	0.1617	7.70
$β$	0.7538	28.45
$γ_{1}$	0.0009	0.01
$γ_{2}$	-0.1121	-1.30
$γ_{3}$	0.1659	3.27
$γ_{4}$	0.0348	0.67
$γ_{5}$	-0.2373	-4.25
$γ_{6}$	0.2541	4.23
$γ_{7}$	-0.2133	-2.84
$γ_{8}$	0.2428	2.32
$γ_{9}$	-0.1984	-1.98

Estimation Period:
Apr 29, 1994 to Apr 19, 2024

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