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

V-Lab

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V-Lab

Aeon Co Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:21.58% (-0.34%)

Analysis last updated: Sunday, April 21, 2024 at 12:48 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.4030	5.80
$α$	0.0854	9.68
$β$	0.8678	67.24
$γ_{1}$	-0.0631	-1.26
$γ_{2}$	0.2017	2.73
$γ_{3}$	-0.2269	-3.97
$γ_{4}$	0.0494	0.89
$γ_{5}$	0.1592	3.18
$γ_{6}$	-0.2980	-5.65
$γ_{7}$	0.3615	6.50
$γ_{8}$	-0.3038	-4.46
$γ_{9}$	0.2064	2.48
$γ_{10}$	-0.2333	-1.91

Estimation Period:
Jan 3, 1990 to Apr 19, 2024

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Volatility Forecasts

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