V-Lab: Manho Rope & Wire Ltd Spline-GARCH Volatility Analysis

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V-Lab

Manho Rope & Wire Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, April 30th, 2024:12.31% (0.00%)

Analysis last updated: Tuesday, April 30, 2024 at 09:54 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.7054	6.88
$α$	0.1653	7.28
$β$	0.7439	24.91
$γ_{1}$	-0.1142	-2.55
$γ_{2}$	0.2117	3.06
$γ_{3}$	-0.1991	-3.42
$γ_{4}$	0.1090	1.66
$γ_{5}$	0.0699	1.05
$γ_{6}$	-0.2021	-3.01
$γ_{7}$	0.2162	2.84
$γ_{8}$	-0.1438	-1.52
$γ_{9}$	0.2315	1.75
$γ_{10}$	-0.5962	-4.69

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

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