V-Lab: CosmoAM&T Co Ltd Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

CosmoAM&T Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 2nd, 2024:42.39% (-1.41%)

Analysis last updated: Thursday, May 2, 2024 at 11:53 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.5002	7.76
$α$	0.1245	9.42
$β$	0.7370	24.88
$γ_{1}$	0.0193	0.50
$γ_{2}$	0.0048	0.09
$γ_{3}$	-0.0282	-0.67
$γ_{4}$	-0.1092	-2.62
$γ_{5}$	0.2327	5.29
$γ_{6}$	-0.2022	-3.67
$γ_{7}$	0.1316	1.99
$γ_{8}$	-0.0335	-0.45
$γ_{9}$	-0.0677	-1.00
$γ_{10}$	0.0788	1.98

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

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