V-Lab: CR Holdings Co Ltd Spline-GARCH Volatility Analysis

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V-Lab

CR Holdings Co Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 29th, 2024:49.37% (-1.50%)

Analysis last updated: Saturday, April 27, 2024 at 11:57 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.0879	4.01
$α$	0.1039	4.38
$β$	0.8752	29.60
$γ_{1}$	-0.0481	-0.67
$γ_{2}$	0.1379	1.17
$γ_{3}$	-0.2029	-2.03
$γ_{4}$	0.1406	1.38
$γ_{5}$	-0.0040	-0.04
$γ_{6}$	-0.0693	-0.78
$γ_{7}$	0.0203	0.17
$γ_{8}$	0.1684	0.85
$γ_{9}$	-0.2956	-1.10
$γ_{10}$	0.5016	2.01

Estimation Period:
Jan 3, 1990 to Apr 26, 2024

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Volatility Forecasts

Volatility Forecasts