V-Lab: Tailim Packaging Co Ltd Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

Tailim Packaging Co Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 2nd, 2024:44.04% (-1.54%)

Analysis last updated: Wednesday, May 1, 2024 at 09:59 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.7333	6.12
$α$	0.1337	8.45
$β$	0.7857	32.44
$γ_{1}$	-0.0975	-1.97
$γ_{2}$	0.1842	2.53
$γ_{3}$	-0.2307	-3.76
$γ_{4}$	0.2287	2.79
$γ_{5}$	-0.0694	-0.76
$γ_{6}$	-0.0160	-0.19
$γ_{7}$	-0.0841	-1.06
$γ_{8}$	0.2353	2.69
$γ_{9}$	-0.3208	-3.31
$γ_{10}$	0.3900	2.08

Estimation Period:
Jan 3, 1990 to Apr 30, 2024

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Volatility Forecasts

Volatility Forecasts