V-Lab: Century Co Ltd/The Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Century Co Ltd/The Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:80.94% (+4.20%)

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

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.3248	2.86
$α$	0.2019	7.85
$β$	0.7083	18.19
$γ_{1}$	-0.0060	-0.05
$γ_{2}$	0.0643	0.40
$γ_{3}$	-0.1177	-0.92
$γ_{4}$	-0.0211	-0.19
$γ_{5}$	0.2194	2.60
$γ_{6}$	-0.3053	-4.68
$γ_{7}$	0.3634	4.75
$γ_{8}$	-0.3670	-3.07
$γ_{9}$	0.2754	2.04
$γ_{10}$	-0.1441	-1.57

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

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