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 Monday, April 22nd, 2024:31.23% (-0.11%)

Analysis last updated: Sunday, April 21, 2024 at 12:26 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.9357	3.44
$α$	0.1700	6.11
$β$	0.7994	18.41
$γ_{1}$	-0.0679	-1.01
$γ_{2}$	0.1681	1.67
$γ_{3}$	-0.1886	-2.36
$γ_{4}$	0.0822	1.06
$γ_{5}$	-0.0027	-0.03
$γ_{6}$	0.0080	0.11
$γ_{7}$	0.1113	1.51
$γ_{8}$	-0.2927	-2.57
$γ_{9}$	0.3553	1.96
$γ_{10}$	-0.2425	-1.36

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

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