V-Lab: GUD Holdings Ltd Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

GUD Holdings Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, April 19th, 2024:32.72% (-1.58%)

Analysis last updated: Friday, April 19, 2024 at 07:10 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.7302	5.60
$α$	0.1469	7.05
$β$	0.5978	13.36
$γ_{1}$	0.1168	2.45
$γ_{2}$	-0.1266	-1.78
$γ_{3}$	0.0002	0.00
$γ_{4}$	0.0584	1.13
$γ_{5}$	-0.1514	-2.93
$γ_{6}$	0.2108	5.04
$γ_{7}$	-0.1816	-4.44
$γ_{8}$	0.1224	2.86
$γ_{9}$	-0.0710	-2.27

Estimation Period:
Jan 9, 1990 to Apr 12, 2024

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