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

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V-Lab

HLB Global Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:55.39% (-2.56%)

Analysis last updated: Sunday, April 21, 2024 at 12:19 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.9520	2.15
$α$	0.1442	6.95
$β$	0.7432	22.52
$γ_{1}$	0.0285	0.88
$γ_{2}$	-0.0290	-0.84
$γ_{3}$	-0.0466	-1.46
$γ_{4}$	0.1075	3.22
$γ_{5}$	-0.1466	-4.47
$γ_{6}$	0.2191	6.66
$γ_{7}$	-0.2242	-5.94
$γ_{8}$	0.1092	3.41

Estimation Period:
Mar 23, 1990 to Apr 19, 2024

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