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 Monday, April 22nd, 2024:44.95% (-0.84%)

Analysis last updated: Sunday, April 21, 2024 at 12:18 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.5003	7.78
$α$	0.1247	9.42
$β$	0.7362	24.76
$γ_{1}$	0.0188	0.49
$γ_{2}$	0.0053	0.09
$γ_{3}$	-0.0274	-0.65
$γ_{4}$	-0.1107	-2.65
$γ_{5}$	0.2336	5.29
$γ_{6}$	-0.2021	-3.65
$γ_{7}$	0.1308	1.98
$γ_{8}$	-0.0325	-0.43
$γ_{9}$	-0.0675	-1.00
$γ_{10}$	0.0774	1.96

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

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