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 Thursday, April 18th, 2024:16.39% (-0.43%)

Analysis last updated: Thursday, April 18, 2024 at 10:41 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.7493	7.61
$α$	0.2321	6.52
$β$	0.6241	13.34
$γ_{1}$	-0.0579	-1.40
$γ_{2}$	0.1513	2.39
$γ_{3}$	-0.2077	-4.20
$γ_{4}$	0.1143	2.32
$γ_{5}$	0.0726	1.29
$γ_{6}$	-0.1698	-2.61
$γ_{7}$	0.2206	2.87
$γ_{8}$	-0.2481	-2.38
$γ_{9}$	0.1888	1.86
$γ_{10}$	-0.0636	-1.10

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

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