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

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V-Lab

Charm Engineering Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:47.88% (+5.82%)

Analysis last updated: Sunday, April 21, 2024 at 12:17 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.6145	5.68
$α$	0.1438	6.84
$β$	0.7843	27.98
$γ_{1}$	-0.0029	-0.06
$γ_{2}$	0.0704	1.09
$γ_{3}$	-0.1705	-4.00
$γ_{4}$	0.0857	1.93
$γ_{5}$	0.0910	1.99
$γ_{6}$	-0.1405	-2.98
$γ_{7}$	0.1185	2.25
$γ_{8}$	-0.0599	-1.09
$γ_{9}$	0.0049	0.11

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

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Volatility Forecasts

Volatility Forecasts