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

V-Lab

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V-Lab

OCI Holdings Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 29th, 2024:49.34% (-0.35%)

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
$ω$	0.7265	6.31
$α$	0.0740	8.62
$β$	0.8906	65.31
$γ_{1}$	-0.0574	-1.04
$γ_{2}$	0.1782	2.10
$γ_{3}$	-0.2840	-4.35
$γ_{4}$	0.2060	3.46
$γ_{5}$	0.0531	1.00
$γ_{6}$	-0.2424	-4.51
$γ_{7}$	0.2679	3.91
$γ_{8}$	-0.1787	-2.17
$γ_{9}$	0.1176	1.22
$γ_{10}$	-0.1062	-1.17

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

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