V-Lab: In the F Co Ltd Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

In the F Co Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 29th, 2024:26.56% (+1.10%)

Analysis last updated: Saturday, April 27, 2024 at 11:47 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.6276	5.56
$α$	0.1170	6.37
$β$	0.8281	27.00
$γ_{1}$	-0.0773	-1.34
$γ_{2}$	0.2261	2.63
$γ_{3}$	-0.3093	-5.08
$γ_{4}$	0.1920	3.05
$γ_{5}$	0.0231	0.32
$γ_{6}$	-0.1445	-1.44
$γ_{7}$	0.2023	1.73
$γ_{8}$	-0.1754	-1.67
$γ_{9}$	0.0504	0.47
$γ_{10}$	-0.0342	-0.29

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

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