V-Lab: Comtec Systems Co Ltd Zero Slope Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

Comtec Systems Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 2nd, 2024:27.20% (-0.48%)

Analysis last updated: Wednesday, May 1, 2024 at 09:54 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.8563	6.52
$α$	0.1662	7.47
$β$	0.7343	23.82
$γ_{1}$	-0.1792	-3.56
$γ_{2}$	0.2231	2.83
$γ_{3}$	-0.0550	-0.87
$γ_{4}$	0.0441	0.67
$γ_{5}$	-0.0736	-1.07
$γ_{6}$	0.1087	1.52
$γ_{7}$	-0.1733	-2.30
$γ_{8}$	0.1648	2.89

Estimation Period:
Feb 12, 1997 to Apr 30, 2024

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Volatility Forecasts

Volatility Forecasts