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

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V-Lab

Enex Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:26.15% (-1.42%)

Analysis last updated: Sunday, April 21, 2024 at 12:16 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.6877	5.28
$α$	0.0991	7.78
$β$	0.8473	43.61
$γ_{1}$	-0.0956	-1.04
$γ_{2}$	0.0030	0.02
$γ_{3}$	0.1113	1.13
$γ_{4}$	0.0653	0.65
$γ_{5}$	-0.1927	-1.63
$γ_{6}$	0.2957	2.01
$γ_{7}$	-0.4077	-3.20
$γ_{8}$	0.4190	4.64
$γ_{9}$	-0.4288	-5.55
$γ_{10}$	0.3607	5.60

Estimation Period:
Jul 10, 1995 to Apr 19, 2024

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