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

V-Lab

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V-Lab

Cosmochemical Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 2nd, 2024:50.04% (-2.17%)

Analysis last updated: Wednesday, May 1, 2024 at 10:08 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.5400	5.56
$α$	0.1208	9.12
$β$	0.8190	38.68
$γ_{1}$	-0.0898	-1.56
$γ_{2}$	0.1762	2.08
$γ_{3}$	-0.1584	-2.54
$γ_{4}$	0.0305	0.49
$γ_{5}$	0.0971	1.69
$γ_{6}$	-0.0528	-0.93
$γ_{7}$	-0.0469	-0.69
$γ_{8}$	0.1543	2.01
$γ_{9}$	-0.2208	-2.79
$γ_{10}$	0.1454	2.33

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

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