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 Thursday, April 18th, 2024:18.29% (-0.92%)

Analysis last updated: Thursday, April 18, 2024 at 10:22 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.5486	4.95
$α$	0.1048	6.11
$β$	0.7928	21.23
$γ_{1}$	0.3493	2.19
$γ_{2}$	-0.5741	-2.41
$γ_{3}$	0.3774	2.52
$γ_{4}$	-0.2333	-1.79
$γ_{5}$	0.1270	0.91
$γ_{6}$	-0.0602	-0.45
$γ_{7}$	-0.0153	-0.13
$γ_{8}$	0.0817	0.72
$γ_{9}$	-0.2237	-2.07
$γ_{10}$	0.3190	3.77

Estimation Period:
Feb 7, 2002 to Apr 12, 2024

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