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 Monday, April 29th, 2024:63.88% (-1.74%)

Analysis last updated: Saturday, April 27, 2024 at 11:57 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.3293	2.90
$α$	0.2019	7.90
$β$	0.7091	18.42
$γ_{1}$	-0.0009	-0.01
$γ_{2}$	0.0560	0.35
$γ_{3}$	-0.1120	-0.88
$γ_{4}$	-0.0250	-0.22
$γ_{5}$	0.2213	2.62
$γ_{6}$	-0.3060	-4.71
$γ_{7}$	0.3637	4.77
$γ_{8}$	-0.3671	-3.08
$γ_{9}$	0.2750	2.04
$γ_{10}$	-0.1434	-1.57

Estimation Period:
Jan 3, 1990 to Apr 26, 2024

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Volatility Forecasts

Volatility Forecasts