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

V-Lab

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V-Lab

Comtec Systems Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:28.86% (-0.65%)

Analysis last updated: Sunday, April 21, 2024 at 12:10 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.8550	6.53
$α$	0.1662	7.47
$β$	0.7338	23.75
$γ_{1}$	-0.1795	-3.57
$γ_{2}$	0.2234	2.83
$γ_{3}$	-0.0547	-0.86
$γ_{4}$	0.0438	0.66
$γ_{5}$	-0.0732	-1.07
$γ_{6}$	0.1080	1.51
$γ_{7}$	-0.1711	-2.27
$γ_{8}$	0.1616	2.83

Estimation Period:
Feb 12, 1997 to Apr 19, 2024

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Volatility Forecasts

Volatility Forecasts