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

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V-Lab

Century Co Ltd/The Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 2nd, 2024:51.72% (-5.21%)

Analysis last updated: Thursday, May 2, 2024 at 11:51 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.3281	2.89
$α$	0.2046	8.01
$β$	0.7065	18.25
$γ_{1}$	-0.0092	-0.08
$γ_{2}$	0.0693	0.43
$γ_{3}$	-0.1166	-0.91
$γ_{4}$	-0.0333	-0.30
$γ_{5}$	0.2427	2.87
$γ_{6}$	-0.3346	-5.15
$γ_{7}$	0.3945	5.27
$γ_{8}$	-0.4009	-3.40
$γ_{9}$	0.3203	1.93
$γ_{10}$	-0.2290	-0.66

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

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