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

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V-Lab

CosmoAM&T Co Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, April 30th, 2024:43.04% (+2.80%)

Analysis last updated: Tuesday, April 30, 2024 at 09:41 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.5033	7.83
$α$	0.1244	9.44
$β$	0.7386	25.16
$γ_{1}$	0.0179	0.47
$γ_{2}$	0.0074	0.13
$γ_{3}$	-0.0267	-0.64
$γ_{4}$	-0.1191	-2.85
$γ_{5}$	0.2496	5.67
$γ_{6}$	-0.2209	-4.01
$γ_{7}$	0.1482	2.23
$γ_{8}$	-0.0486	-0.64
$γ_{9}$	-0.0483	-0.66
$γ_{10}$	0.0369	0.53

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

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