V-Lab: Manho Rope & Wire Ltd Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Manho Rope & Wire Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, April 17th, 2024:37.48% (0.00%)

Analysis last updated: Wednesday, April 17, 2024 at 10:25 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.7455	7.65
$α$	0.1713	8.12
$β$	0.7268	25.07
$γ_{1}$	-0.0786	-1.86
$γ_{2}$	0.1549	2.35
$γ_{3}$	-0.1653	-2.94
$γ_{4}$	0.0940	1.48
$γ_{5}$	0.0658	1.02
$γ_{6}$	-0.1800	-2.78
$γ_{7}$	0.1712	2.42
$γ_{8}$	-0.0533	-0.66
$γ_{9}$	0.0391	0.40
$γ_{10}$	-0.1006	-1.21

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

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