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 Thursday, April 18th, 2024:32.50% (-0.22%)

Analysis last updated: Thursday, April 18, 2024 at 10:53 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.5977	7.43
$α$	0.1631	10.35
$β$	0.7400	29.36
$γ_{1}$	-0.0987	-2.31
$γ_{2}$	0.1959	3.20
$γ_{3}$	-0.2042	-4.55
$γ_{4}$	0.1279	2.51
$γ_{5}$	0.0276	0.47
$γ_{6}$	-0.1042	-1.63
$γ_{7}$	0.0210	0.29
$γ_{8}$	0.1572	1.80
$γ_{9}$	-0.2283	-2.29
$γ_{10}$	0.1463	1.81

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

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