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

V-Lab

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V-Lab

Cosmochemical Co Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 2nd, 2024:56.81% (-1.95%)

Analysis last updated: Wednesday, May 1, 2024 at 10:08 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.5047	5.24
$α$	0.1217	9.01
$β$	0.8152	37.49
$γ_{1}$	-0.1279	-2.20
$γ_{2}$	0.2398	2.83
$γ_{3}$	-0.2030	-3.33
$γ_{4}$	0.0593	0.99
$γ_{5}$	0.0845	1.50
$γ_{6}$	-0.0467	-0.84
$γ_{7}$	-0.0572	-0.85
$γ_{8}$	0.1756	2.25
$γ_{9}$	-0.2649	-3.00
$γ_{10}$	0.2513	2.36

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

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Volatility Forecasts

Volatility Forecasts