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

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V-Lab

OCI Holdings Co Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:50.34% (-0.50%)

Analysis last updated: Sunday, April 21, 2024 at 12:16 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.8149	7.00
$α$	0.0734	8.66
$β$	0.8923	66.84
$γ_{1}$	-0.0210	-0.38
$γ_{2}$	0.1371	1.59
$γ_{3}$	-0.2820	-4.28
$γ_{4}$	0.2074	3.46
$γ_{5}$	0.0612	1.14
$γ_{6}$	-0.2584	-4.72
$γ_{7}$	0.2866	4.12
$γ_{8}$	-0.1970	-2.40
$γ_{9}$	0.1351	1.48
$γ_{10}$	-0.1242	-1.48

Estimation Period:
Jan 3, 1990 to Apr 19, 2024

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