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

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V-Lab

CS Holdings Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 2nd, 2024:16.69% (-0.73%)

Analysis last updated: Thursday, May 2, 2024 at 11:50 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.8292	7.22
$α$	0.1987	9.29
$β$	0.6933	25.11
$γ_{1}$	0.0243	0.53
$γ_{2}$	0.0275	0.39
$γ_{3}$	-0.1772	-3.22
$γ_{4}$	0.1769	2.93
$γ_{5}$	-0.0310	-0.44
$γ_{6}$	-0.0401	-0.57
$γ_{7}$	-0.0469	-0.68
$γ_{8}$	0.1882	1.84
$γ_{9}$	-0.2150	-1.58
$γ_{10}$	0.1370	1.43

Estimation Period:
Jan 3, 1990 to Apr 30, 2024

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