V-Lab: Cosmochemical Co Ltd Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Cosmochemical Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:59.80% (-1.53%)

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
$ω$	0.5404	5.58
$α$	0.1205	9.12
$β$	0.8191	38.74
$γ_{1}$	-0.0895	-1.56
$γ_{2}$	0.1759	2.08
$γ_{3}$	-0.1581	-2.54
$γ_{4}$	0.0299	0.49
$γ_{5}$	0.0974	1.70
$γ_{6}$	-0.0529	-0.94
$γ_{7}$	-0.0468	-0.69
$γ_{8}$	0.1539	2.01
$γ_{9}$	-0.2198	-2.78
$γ_{10}$	0.1444	2.30

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

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