V-Lab: Cosmochemical Co Ltd Zero Slope Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

Cosmochemical Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, May 7th, 2024:47.45% (-1.43%)

Analysis last updated: Saturday, May 4, 2024 at 11:14 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.5527	6.00
$α$	0.1204	9.10
$β$	0.8208	38.59
$γ_{1}$	-0.0657	-1.53
$γ_{2}$	0.1431	2.26
$γ_{3}$	-0.1807	-3.75
$γ_{4}$	0.1233	2.16
$γ_{5}$	0.0206	0.32
$γ_{6}$	-0.0952	-1.58
$γ_{7}$	0.1472	2.64
$γ_{8}$	-0.1706	-2.83
$γ_{9}$	0.0982	2.06

Estimation Period:
Jan 3, 1990 to May 3, 2024

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