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 Thursday, April 18th, 2024:50.79% (-0.21%)

Analysis last updated: Thursday, April 18, 2024 at 10:40 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.5407	5.59
$α$	0.1207	9.11
$β$	0.8187	38.60
$γ_{1}$	-0.0896	-1.56
$γ_{2}$	0.1761	2.08
$γ_{3}$	-0.1580	-2.53
$γ_{4}$	0.0294	0.48
$γ_{5}$	0.0975	1.70
$γ_{6}$	-0.0514	-0.90
$γ_{7}$	-0.0500	-0.73
$γ_{8}$	0.1579	2.05
$γ_{9}$	-0.2228	-2.81
$γ_{10}$	0.1455	2.31

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

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