V-Lab: TKG Huchems Co Ltd Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

TKG Huchems Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:19.56% (-0.19%)

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
$ω$	1.5146	5.97
$α$	0.1179	6.32
$β$	0.7122	17.93
$γ_{1}$	0.2356	1.70
$γ_{2}$	-0.0660	-0.31
$γ_{3}$	-0.4913	-3.32
$γ_{4}$	0.4783	3.99
$γ_{5}$	-0.2197	-2.17
$γ_{6}$	0.1715	1.74
$γ_{7}$	-0.2056	-1.96
$γ_{8}$	0.2572	1.94
$γ_{9}$	-0.4079	-2.61
$γ_{10}$	0.3811	2.87

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

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Volatility Forecasts

Volatility Forecasts