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

V-Lab

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V-Lab

Guoco Group Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, May 3rd, 2024:49.57% (+0.08%)

Analysis last updated: Friday, May 3, 2024 at 10:53 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.9899	3.79
$α$	0.2360	5.58
$β$	0.6441	15.73
$γ_{1}$	-0.1446	-2.63
$γ_{2}$	0.2933	3.85
$γ_{3}$	-0.3564	-6.76
$γ_{4}$	0.3539	7.13
$γ_{5}$	-0.1377	-2.88
$γ_{6}$	-0.0783	-1.25
$γ_{7}$	0.0807	0.59
$γ_{8}$	0.0330	0.18
$γ_{9}$	0.0260	0.15

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

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Volatility Forecasts

Volatility Forecasts