V-Lab: Metalabs Co Ltd Spline-GARCH Volatility Analysis

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V-Lab

Metalabs Co Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, April 18th, 2024:46.21% (-2.56%)

Analysis last updated: Thursday, April 18, 2024 at 10:44 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.1123	8.09
$α$	0.2406	5.37
$β$	0.3742	4.84
$γ_{1}$	0.0421	1.60
$γ_{2}$	0.0106	0.26
$γ_{3}$	-0.1469	-3.89
$γ_{4}$	0.1620	2.71

Estimation Period:
Dec 26, 2006 to Apr 12, 2024

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Volatility Forecasts