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

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V-Lab

Chokwang Leather Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 2nd, 2024:19.61% (+0.86%)

Analysis last updated: Wednesday, May 1, 2024 at 10:10 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.7504	7.61
$α$	0.2319	6.52
$β$	0.6247	13.38
$γ_{1}$	-0.0575	-1.40
$γ_{2}$	0.1509	2.39
$γ_{3}$	-0.2083	-4.22
$γ_{4}$	0.1164	2.37
$γ_{5}$	0.0697	1.24
$γ_{6}$	-0.1670	-2.58
$γ_{7}$	0.2180	2.86
$γ_{8}$	-0.2459	-2.37
$γ_{9}$	0.1864	1.84
$γ_{10}$	-0.0613	-1.06

Estimation Period:
Jan 3, 1990 to Apr 30, 2024

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