V-Lab: OSK Holdings Bhd Spline-GARCH Volatility Analysis

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V-Lab

OSK Holdings Bhd Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, May 3rd, 2024:21.04% (+0.53%)

Analysis last updated: Friday, May 3, 2024 at 08:54 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.6960	4.90
$α$	0.1384	8.46
$β$	0.7811	31.90
$γ_{1}$	-0.2136	-3.05
$γ_{2}$	0.3162	3.16
$γ_{3}$	-0.2272	-3.09
$γ_{4}$	0.2333	2.70
$γ_{5}$	-0.1379	-1.78
$γ_{6}$	-0.0153	-0.26
$γ_{7}$	0.0988	1.71
$γ_{8}$	-0.1114	-1.61
$γ_{9}$	0.1129	1.35
$γ_{10}$	-0.0451	-0.41

Estimation Period:
May 31, 1991 to Apr 30, 2024

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