V-Lab: Cheil Worldwide Inc Zero Slope Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

Cheil Worldwide Inc Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 15th, 2024:21.18% (+1.40%)

Analysis last updated: Saturday, April 13, 2024 at 11:12 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.8718	10.47
$α$	0.0622	5.30
$β$	0.8723	46.38
$γ_{1}$	0.0065	0.70
$γ_{2}$	0.0098	0.66
$γ_{3}$	-0.0331	-2.95
$γ_{4}$	0.0275	3.35

Estimation Period:
Mar 3, 1998 to Apr 12, 2024

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