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

V-Lab

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V-Lab

Aeon Co Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, May 1st, 2024:17.84% (-0.80%)

Analysis last updated: Wednesday, May 1, 2024 at 11:01 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.4040	5.81
$α$	0.0853	9.67
$β$	0.8678	67.22
$γ_{1}$	-0.0630	-1.26
$γ_{2}$	0.2018	2.73
$γ_{3}$	-0.2274	-3.98
$γ_{4}$	0.0500	0.90
$γ_{5}$	0.1586	3.17
$γ_{6}$	-0.2976	-5.65
$γ_{7}$	0.3613	6.51
$γ_{8}$	-0.3035	-4.46
$γ_{9}$	0.2058	2.48
$γ_{10}$	-0.2325	-1.91

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

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