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

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V-Lab

CS Holdings Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, May 7th, 2024:16.40% (+0.19%)

Analysis last updated: Saturday, May 4, 2024 at 11:18 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.8297	7.21
$α$	0.1990	9.30
$β$	0.6931	25.12
$γ_{1}$	0.0245	0.53
$γ_{2}$	0.0272	0.38
$γ_{3}$	-0.1770	-3.21
$γ_{4}$	0.1768	2.92
$γ_{5}$	-0.0310	-0.44
$γ_{6}$	-0.0400	-0.57
$γ_{7}$	-0.0472	-0.68
$γ_{8}$	0.1889	1.85
$γ_{9}$	-0.2163	-1.59
$γ_{10}$	0.1384	1.45

Estimation Period:
Jan 3, 1990 to May 3, 2024

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