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

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V-Lab

RIFA Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, May 3rd, 2024:33.32% (-0.10%)

Analysis last updated: Friday, May 3, 2024 at 10:52 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.8387	5.74
$α$	0.1612	7.67
$β$	0.7526	28.12
$γ_{1}$	0.0057	0.10
$γ_{2}$	-0.1184	-1.40
$γ_{3}$	0.1689	3.36
$γ_{4}$	0.0312	0.61
$γ_{5}$	-0.2332	-4.21
$γ_{6}$	0.2499	4.20
$γ_{7}$	-0.2082	-2.82
$γ_{8}$	0.2370	2.30
$γ_{9}$	-0.1942	-1.96

Estimation Period:
Apr 29, 1994 to Apr 30, 2024

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