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

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V-Lab

Chobi Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:31.34% (-1.12%)

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
$ω$	0.5996	7.37
$α$	0.1626	10.37
$β$	0.7427	30.04
$γ_{1}$	-0.0973	-2.26
$γ_{2}$	0.1924	3.14
$γ_{3}$	-0.2005	-4.47
$γ_{4}$	0.1258	2.47
$γ_{5}$	0.0281	0.48
$γ_{6}$	-0.1041	-1.64
$γ_{7}$	0.0209	0.29
$γ_{8}$	0.1573	1.80
$γ_{9}$	-0.2279	-2.30
$γ_{10}$	0.1454	1.81

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

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