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

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V-Lab

Choil Aluminum Co Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 29th, 2024:59.48% (-7.54%)

Analysis last updated: Saturday, April 27, 2024 at 11:46 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.9417	6.14
$α$	0.1810	9.42
$β$	0.7342	27.66
$γ_{1}$	-0.0199	-0.41
$γ_{2}$	0.1120	1.47
$γ_{3}$	-0.1951	-3.11
$γ_{4}$	0.0836	1.27
$γ_{5}$	0.1218	1.78
$γ_{6}$	-0.1977	-2.74
$γ_{7}$	0.1978	2.12
$γ_{8}$	-0.2607	-2.41
$γ_{9}$	0.4252	4.22
$γ_{10}$	-0.7267	-5.61

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

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