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

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V-Lab

Firstec Co Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 29th, 2024:26.38% (-0.20%)

Analysis last updated: Saturday, April 27, 2024 at 11:49 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.5734	3.67
$α$	0.1949	10.58
$β$	0.7565	37.29
$γ_{1}$	-0.1184	-1.40
$γ_{2}$	0.2684	2.28
$γ_{3}$	-0.2908	-4.23
$γ_{4}$	0.1411	2.15
$γ_{5}$	0.0870	1.22
$γ_{6}$	-0.2277	-3.05
$γ_{7}$	0.2843	3.31
$γ_{8}$	-0.2505	-2.25
$γ_{9}$	0.2400	1.78
$γ_{10}$	-0.3756	-2.04

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

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