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

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V-Lab

Charm Engineering Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 29th, 2024:38.51% (-2.08%)

Analysis last updated: Saturday, April 27, 2024 at 11:48 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.6018	5.58
$α$	0.1433	6.80
$β$	0.7832	27.67
$γ_{1}$	-0.0071	-0.16
$γ_{2}$	0.0751	1.16
$γ_{3}$	-0.1713	-4.05
$γ_{4}$	0.0865	1.95
$γ_{5}$	0.0900	1.97
$γ_{6}$	-0.1393	-2.97
$γ_{7}$	0.1168	2.22
$γ_{8}$	-0.0586	-1.07
$γ_{9}$	0.0048	0.11

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

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