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

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V-Lab

Taihan Textile Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 2nd, 2024:27.27% (-0.26%)

Analysis last updated: Wednesday, May 1, 2024 at 10:18 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.9399	3.40
$α$	0.1700	6.14
$β$	0.7999	18.58
$γ_{1}$	-0.0703	-1.06
$γ_{2}$	0.1703	1.71
$γ_{3}$	-0.1874	-2.36
$γ_{4}$	0.0806	1.04
$γ_{5}$	-0.0020	-0.02
$γ_{6}$	0.0101	0.13
$γ_{7}$	0.1067	1.47
$γ_{8}$	-0.2903	-2.60
$γ_{9}$	0.3574	2.00
$γ_{10}$	-0.2458	-1.39

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

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