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

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V-Lab

Cosmochemical Co Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 16th, 2024:46.27% (-0.68%)

Analysis last updated: Thursday, May 16, 2024 at 11:27 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.5062	5.22
$α$	0.1219	8.99
$β$	0.8156	37.43
$γ_{1}$	-0.1273	-2.19
$γ_{2}$	0.2390	2.82
$γ_{3}$	-0.2030	-3.32
$γ_{4}$	0.0599	0.99
$γ_{5}$	0.0843	1.49
$γ_{6}$	-0.0485	-0.87
$γ_{7}$	-0.0529	-0.79
$γ_{8}$	0.1690	2.16
$γ_{9}$	-0.2559	-2.87
$γ_{10}$	0.2284	2.11

Estimation Period:
Jan 3, 1990 to May 14, 2024

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