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

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V-Lab

Empire Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, May 1st, 2024:17.49% (-0.48%)

Analysis last updated: Wednesday, May 1, 2024 at 01:42 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.9217	7.05
$α$	0.1373	8.14
$β$	0.7109	18.32
$γ_{1}$	-0.0553	-1.01
$γ_{2}$	0.0849	1.06
$γ_{3}$	-0.0242	-0.48
$γ_{4}$	-0.0722	-1.78
$γ_{5}$	0.1544	3.67
$γ_{6}$	-0.1902	-3.84
$γ_{7}$	0.2347	3.86
$γ_{8}$	-0.2206	-3.06
$γ_{9}$	0.0966	1.51
$γ_{10}$	0.0038	0.09

Estimation Period:
Jan 1, 1990 to Apr 19, 2024

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