V-Lab: F&F Holdings Co Ltd Zero Slope Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

F&F Holdings Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 29th, 2024:42.88% (-0.32%)

Analysis last updated: Saturday, April 27, 2024 at 11:51 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.7355	9.21
$α$	0.1297	7.51
$β$	0.7538	23.48
$γ_{1}$	0.0111	0.49
$γ_{2}$	0.0154	0.44
$γ_{3}$	-0.1080	-3.78
$γ_{4}$	0.1319	4.35
$γ_{5}$	-0.0676	-1.89
$γ_{6}$	0.0538	1.33
$γ_{7}$	-0.0657	-1.80
$γ_{8}$	0.0329	1.31

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

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Volatility Forecasts

Volatility Forecasts