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 Tuesday, April 16th, 2024:25.80% (+0.47%)

Analysis last updated: Tuesday, April 16, 2024 at 09:24 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.6925	5.43
$α$	0.0992	7.75
$β$	0.8460	43.01
$γ_{1}$	-0.0974	-1.07
$γ_{2}$	0.0087	0.06
$γ_{3}$	0.1048	1.07
$γ_{4}$	0.0690	0.69
$γ_{5}$	-0.1938	-1.64
$γ_{6}$	0.2959	2.02
$γ_{7}$	-0.4084	-3.23
$γ_{8}$	0.4201	4.68
$γ_{9}$	-0.4297	-5.58
$γ_{10}$	0.3621	5.61

Estimation Period:
Jul 10, 1995 to Apr 12, 2024

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