V-Lab: Cosmax BTI Inc Zero Slope Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

Cosmax BTI Inc Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:21.71% (+0.62%)

Analysis last updated: Sunday, April 21, 2024 at 12:11 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.5484	4.95
$α$	0.1051	6.11
$β$	0.7916	21.10
$γ_{1}$	0.3493	2.19
$γ_{2}$	-0.5742	-2.42
$γ_{3}$	0.3775	2.53
$γ_{4}$	-0.2331	-1.80
$γ_{5}$	0.1266	0.91
$γ_{6}$	-0.0600	-0.45
$γ_{7}$	-0.0149	-0.13
$γ_{8}$	0.0796	0.70
$γ_{9}$	-0.2181	-2.03
$γ_{10}$	0.3110	3.73

Estimation Period:
Feb 7, 2002 to Apr 19, 2024

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