V-Lab: Cosmax BTI Inc MF2-GARCH Volatility Analysis

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V-Lab

Cosmax BTI Inc MF2-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 2nd, 2024:17.22% (-0.64%)

Analysis last updated: Thursday, May 2, 2024 at 11:58 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	26
$α$	0.1008	23.16
$β$	0.8037	85.29
$γ$	0.0157	2.38
$λ_{1}$	0.0000	0.00
$λ_{2}$	0.0104	4.84
$λ_{3}$	0.9894	412.09

Estimation Period:
Feb 7, 2002 to Apr 30, 2024

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