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

V-Lab

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V-Lab

Aeon Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, April 19th, 2024:24.49% (-0.10%)

Analysis last updated: Saturday, April 20, 2024 at 12:35 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.3411	5.38
$α$	0.0849	9.76
$β$	0.8712	70.41
$γ_{1}$	-0.0700	-1.32
$γ_{2}$	0.2036	2.62
$γ_{3}$	-0.2138	-3.56
$γ_{4}$	0.0367	0.63
$γ_{5}$	0.1610	3.11
$γ_{6}$	-0.2865	-5.27
$γ_{7}$	0.3381	5.99
$γ_{8}$	-0.2632	-3.92
$γ_{9}$	0.1269	1.80
$γ_{10}$	-0.0372	-0.82

Estimation Period:
Jan 3, 1990 to Apr 12, 2024

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