V-Lab: CosmoAM&T Co Ltd Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

CosmoAM&T Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 29th, 2024:43.08% (-1.38%)

Analysis last updated: Saturday, April 27, 2024 at 11:53 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.5006	7.78
$α$	0.1244	9.43
$β$	0.7373	24.95
$γ_{1}$	0.0185	0.48
$γ_{2}$	0.0061	0.11
$γ_{3}$	-0.0287	-0.69
$γ_{4}$	-0.1090	-2.61
$γ_{5}$	0.2327	5.29
$γ_{6}$	-0.2025	-3.67
$γ_{7}$	0.1321	2.00
$γ_{8}$	-0.0341	-0.45
$γ_{9}$	-0.0672	-0.99
$γ_{10}$	0.0786	1.97

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

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