V-Lab: Reject Shop Ltd/The Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Reject Shop Ltd/The Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, April 30th, 2024:30.03% (-0.05%)

Analysis last updated: Wednesday, May 1, 2024 at 03:41 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.7415	8.50
$α$	0.1992	6.28
$β$	0.3292	3.82
$γ_{1}$	0.1143	1.25
$γ_{2}$	-0.1707	-0.92
$γ_{3}$	0.0429	0.20
$γ_{4}$	0.0935	0.46
$γ_{5}$	-0.1622	-1.18
$γ_{6}$	0.1421	1.19
$γ_{7}$	-0.1690	-1.50
$γ_{8}$	0.1761	2.50

Estimation Period:
Jun 1, 2004 to Apr 26, 2024

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