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

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V-Lab

Firstec Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:39.75% (-0.89%)

Analysis last updated: Sunday, April 21, 2024 at 12:14 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.6026	4.44
$α$	0.1822	10.32
$β$	0.7684	34.30
$γ_{1}$	-0.0551	-0.90
$γ_{2}$	0.1670	1.95
$γ_{3}$	-0.2791	-5.66
$γ_{4}$	0.2778	5.84
$γ_{5}$	-0.1813	-3.62
$γ_{6}$	0.1021	1.80
$γ_{7}$	-0.0229	-0.32
$γ_{8}$	-0.0036	-0.05
$γ_{9}$	-0.0155	-0.35

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

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Volatility Forecasts

Volatility Forecasts