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

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V-Lab

Chokwang Paint Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 2nd, 2024:31.62% (-1.91%)

Analysis last updated: Thursday, May 2, 2024 at 11:52 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.8550	4.32
$α$	0.1399	10.63
$β$	0.8347	59.09
$γ_{1}$	-0.0032	-0.06
$γ_{2}$	0.0394	0.50
$γ_{3}$	-0.1544	-2.69
$γ_{4}$	0.2025	3.34
$γ_{5}$	-0.1249	-2.06
$γ_{6}$	0.1211	2.16
$γ_{7}$	-0.1924	-3.48
$γ_{8}$	0.1973	3.80
$γ_{9}$	-0.1127	-3.20

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

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