V-Lab: Choil Aluminum Co Ltd Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Choil Aluminum Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 29th, 2024:75.66% (-6.50%)

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
$ω$	1.0503	5.67
$α$	0.1915	9.12
$β$	0.7433	29.58
$γ_{1}$	-0.0065	-0.12
$γ_{2}$	0.0893	1.08
$γ_{3}$	-0.1778	-2.57
$γ_{4}$	0.0750	1.04
$γ_{5}$	0.1134	1.53
$γ_{6}$	-0.1714	-2.21
$γ_{7}$	0.1464	1.48
$γ_{8}$	-0.1590	-1.41
$γ_{9}$	0.2161	2.36
$γ_{10}$	-0.1963	-3.82

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

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