V-Lab: Guoco Group Ltd Zero Slope Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

Guoco Group Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 2nd, 2024:46.13% (-8.35%)

Analysis last updated: Friday, May 3, 2024 at 12:03 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.1872	4.05
$α$	0.2228	5.59
$β$	0.6754	16.19
$γ_{1}$	-0.0430	-0.98
$γ_{2}$	0.0927	1.54
$γ_{3}$	-0.1674	-3.94
$γ_{4}$	0.2611	4.66
$γ_{5}$	-0.2074	-2.45
$γ_{6}$	0.0190	0.15
$γ_{7}$	0.1447	1.17
$γ_{8}$	-0.1487	-2.28

Estimation Period:
Jan 1, 1990 to Apr 30, 2024

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