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

V-Lab

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V-Lab

Aeon Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, May 1st, 2024:20.89% (-0.71%)

Analysis last updated: Wednesday, May 1, 2024 at 11:02 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.3113	5.24
$α$	0.0841	9.74
$β$	0.8721	70.80
$γ_{1}$	-0.0741	-1.39
$γ_{2}$	0.2076	2.67
$γ_{3}$	-0.2146	-3.60
$γ_{4}$	0.0391	0.68
$γ_{5}$	0.1591	3.07
$γ_{6}$	-0.2860	-5.25
$γ_{7}$	0.3376	5.99
$γ_{8}$	-0.2629	-3.93
$γ_{9}$	0.1267	1.79
$γ_{10}$	-0.0369	-0.81

Estimation Period:
Jan 3, 1990 to Apr 26, 2024

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