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 Monday, April 22nd, 2024:24.99% (-0.26%)

Analysis last updated: Sunday, April 21, 2024 at 12:20 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.8704	4.38
$α$	0.1407	10.65
$β$	0.8343	59.00
$γ_{1}$	-0.0037	-0.07
$γ_{2}$	0.0419	0.53
$γ_{3}$	-0.1582	-2.74
$γ_{4}$	0.2051	3.35
$γ_{5}$	-0.1260	-2.06
$γ_{6}$	0.1222	2.16
$γ_{7}$	-0.1943	-3.49
$γ_{8}$	0.1980	3.79
$γ_{9}$	-0.1114	-3.14

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

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