V-Lab: CosmoAM&T Co Ltd Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

CosmoAM&T Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, April 17th, 2024:44.50% (-1.94%)

Analysis last updated: Wednesday, April 17, 2024 at 10:23 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.5033	7.89
$α$	0.1254	9.42
$β$	0.7341	24.49
$γ_{1}$	0.0176	0.46
$γ_{2}$	0.0083	0.15
$γ_{3}$	-0.0303	-0.73
$γ_{4}$	-0.1090	-2.61
$γ_{5}$	0.2328	5.28
$γ_{6}$	-0.2018	-3.65
$γ_{7}$	0.1307	1.98
$γ_{8}$	-0.0326	-0.44
$γ_{9}$	-0.0671	-0.99
$γ_{10}$	0.0770	1.94

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

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