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

V-Lab

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V-Lab

CosmoAM&T Co Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, May 20th, 2024:35.62% (+0.50%)

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
$ω$	0.5039	7.80
$α$	0.1245	9.48
$β$	0.7401	25.50
$γ_{1}$	0.0177	0.46
$γ_{2}$	0.0079	0.14
$γ_{3}$	-0.0278	-0.66
$γ_{4}$	-0.1175	-2.81
$γ_{5}$	0.2488	5.66
$γ_{6}$	-0.2218	-4.03
$γ_{7}$	0.1506	2.26
$γ_{8}$	-0.0529	-0.69
$γ_{9}$	-0.0410	-0.55
$γ_{10}$	0.0133	0.19

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

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