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

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V-Lab

Tailim Packaging Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:34.53% (-2.30%)

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
$ω$	0.7878	6.72
$α$	0.1526	5.82
$β$	0.7563	19.32
$γ_{1}$	-0.0603	-1.27
$γ_{2}$	0.1222	1.74
$γ_{3}$	-0.1862	-3.08
$γ_{4}$	0.1934	2.40
$γ_{5}$	-0.0422	-0.47
$γ_{6}$	-0.0377	-0.46
$γ_{7}$	-0.0578	-0.74
$γ_{8}$	0.1856	2.20
$γ_{9}$	-0.2164	-2.32
$γ_{10}$	0.1367	1.75

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

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Volatility Forecasts

Volatility Forecasts