V-Lab: Cosmax BTI Inc Zero Slope Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

Cosmax BTI Inc Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, May 7th, 2024:16.24% (-0.22%)

Analysis last updated: Saturday, May 4, 2024 at 11:05 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.5464	4.94
$α$	0.1047	6.12
$β$	0.7930	21.20
$γ_{1}$	0.3454	2.17
$γ_{2}$	-0.5681	-2.39
$γ_{3}$	0.3741	2.50
$γ_{4}$	-0.2315	-1.79
$γ_{5}$	0.1270	0.91
$γ_{6}$	-0.0628	-0.47
$γ_{7}$	-0.0104	-0.09
$γ_{8}$	0.0751	0.67
$γ_{9}$	-0.2182	-2.04
$γ_{10}$	0.3160	3.81

Estimation Period:
Feb 7, 2002 to May 3, 2024

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Volatility Forecasts

Volatility Forecasts