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

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V-Lab

Chokwang Leather Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:17.14% (+1.20%)

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
$ω$	0.7500	7.61
$α$	0.2322	6.52
$β$	0.6243	13.35
$γ_{1}$	-0.0577	-1.40
$γ_{2}$	0.1511	2.40
$γ_{3}$	-0.2085	-4.23
$γ_{4}$	0.1165	2.37
$γ_{5}$	0.0697	1.24
$γ_{6}$	-0.1671	-2.58
$γ_{7}$	0.2183	2.86
$γ_{8}$	-0.2464	-2.38
$γ_{9}$	0.1875	1.84
$γ_{10}$	-0.0624	-1.07

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

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