V-Lab: Century Co Ltd/The Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Century Co Ltd/The Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 2nd, 2024:56.30% (-4.85%)

Analysis last updated: Thursday, May 2, 2024 at 11:52 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.3320	2.91
$α$	0.2026	7.95
$β$	0.7095	18.59
$γ_{1}$	-0.0012	-0.01
$γ_{2}$	0.0569	0.36
$γ_{3}$	-0.1127	-0.88
$γ_{4}$	-0.0249	-0.22
$γ_{5}$	0.2215	2.61
$γ_{6}$	-0.3065	-4.69
$γ_{7}$	0.3646	4.75
$γ_{8}$	-0.3679	-3.07
$γ_{9}$	0.2754	2.04
$γ_{10}$	-0.1433	-1.56

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

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