V-Lab: Husteel Co Ltd Spline-GARCH Volatility Analysis

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V-Lab

Husteel Co Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, May 20th, 2024:14.99% (-0.27%)

Analysis last updated: Sunday, May 19, 2024 at 12:20 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.7708	4.59
$α$	0.1134	7.60
$β$	0.8339	44.58
$γ_{1}$	0.0671	0.42
$γ_{2}$	-0.0271	-0.11
$γ_{3}$	-0.1706	-1.28
$γ_{4}$	0.1360	2.03
$γ_{5}$	0.0741	1.03
$γ_{6}$	-0.1361	-1.89
$γ_{7}$	0.0882	1.01
$γ_{8}$	-0.0861	-0.84
$γ_{9}$	0.2770	2.38
$γ_{10}$	-0.6741	-3.85

Estimation Period:
Jan 3, 1990 to May 17, 2024

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Volatility Forecasts

Volatility Forecasts