V-Lab: Century Co Ltd/The Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Century Co Ltd/The Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, April 18th, 2024:87.58% (-10.43%)

Analysis last updated: Thursday, April 18, 2024 at 10:53 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.3286	2.88
$α$	0.2038	7.85
$β$	0.7074	18.12
$γ_{1}$	-0.0066	-0.06
$γ_{2}$	0.0653	0.41
$γ_{3}$	-0.1165	-0.90
$γ_{4}$	-0.0253	-0.22
$γ_{5}$	0.2246	2.65
$γ_{6}$	-0.3103	-4.75
$γ_{7}$	0.3687	4.78
$γ_{8}$	-0.3717	-3.10
$γ_{9}$	0.2778	2.07
$γ_{10}$	-0.1444	-1.59

Estimation Period:
Jan 3, 1990 to Apr 12, 2024

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Volatility Forecasts

Volatility Forecasts