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

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V-Lab

Chokwang Paint Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, April 18th, 2024:20.49% (-0.40%)

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
$ω$	0.8764	4.42
$α$	0.1410	10.66
$β$	0.8341	58.94
$γ_{1}$	-0.0048	-0.09
$γ_{2}$	0.0442	0.56
$γ_{3}$	-0.1603	-2.77
$γ_{4}$	0.2073	3.38
$γ_{5}$	-0.1295	-2.13
$γ_{6}$	0.1267	2.25
$γ_{7}$	-0.1974	-3.55
$γ_{8}$	0.1989	3.81
$γ_{9}$	-0.1113	-3.13

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

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