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

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V-Lab

Choil Aluminum Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, April 18th, 2024:69.19% (-7.42%)

Analysis last updated: Thursday, April 18, 2024 at 10:47 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.0225	5.81
$α$	0.1901	9.05
$β$	0.7394	28.88
$γ_{1}$	-0.0101	-0.20
$γ_{2}$	0.0954	1.18
$γ_{3}$	-0.1809	-2.68
$γ_{4}$	0.0744	1.06
$γ_{5}$	0.1169	1.61
$γ_{6}$	-0.1754	-2.30
$γ_{7}$	0.1516	1.55
$γ_{8}$	-0.1670	-1.51
$γ_{9}$	0.2239	2.49
$γ_{10}$	-0.1999	-3.96

Estimation Period:
Jan 3, 1990 to Apr 12, 2024

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