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

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V-Lab

Century Co Ltd/The Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:78.26% (+4.56%)

Analysis last updated: Sunday, April 21, 2024 at 12:20 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.3284	2.89
$α$	0.2047	8.02
$β$	0.7067	18.27
$γ_{1}$	-0.0092	-0.08
$γ_{2}$	0.0692	0.43
$γ_{3}$	-0.1163	-0.91
$γ_{4}$	-0.0336	-0.30
$γ_{5}$	0.2429	2.86
$γ_{6}$	-0.3347	-5.14
$γ_{7}$	0.3946	5.26
$γ_{8}$	-0.4010	-3.39
$γ_{9}$	0.3202	1.93
$γ_{10}$	-0.2281	-0.65

Estimation Period:
Jan 3, 1990 to Apr 19, 2024

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Volatility Forecasts

Volatility Forecasts