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

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V-Lab

OCI Holdings Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:51.06% (-0.50%)

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
$ω$	0.7283	6.35
$α$	0.0739	8.61
$β$	0.8906	65.21
$γ_{1}$	-0.0566	-1.03
$γ_{2}$	0.1771	2.08
$γ_{3}$	-0.2829	-4.33
$γ_{4}$	0.2033	3.41
$γ_{5}$	0.0570	1.07
$γ_{6}$	-0.2459	-4.54
$γ_{7}$	0.2698	3.89
$γ_{8}$	-0.1794	-2.17
$γ_{9}$	0.1188	1.23
$γ_{10}$	-0.1075	-1.19

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

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