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

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V-Lab

Taihan Textile Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, April 19th, 2024:32.42% (-1.24%)

Analysis last updated: Saturday, April 20, 2024 at 12:06 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.9777	3.35
$α$	0.1713	6.18
$β$	0.8000	18.80
$γ_{1}$	-0.0625	-0.94
$γ_{2}$	0.1607	1.59
$γ_{3}$	-0.1850	-2.29
$γ_{4}$	0.0798	1.01
$γ_{5}$	-0.0012	-0.01
$γ_{6}$	0.0071	0.09
$γ_{7}$	0.1127	1.51
$γ_{8}$	-0.2961	-2.56
$γ_{9}$	0.3609	1.96
$γ_{10}$	-0.2477	-1.36

Estimation Period:
Jan 3, 1990 to Apr 12, 2024

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Volatility Forecasts

Volatility Forecasts