V-Lab: F&F Holdings Co Ltd Zero Slope Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

F&F Holdings Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 16th, 2024:41.20% (-0.50%)

Analysis last updated: Thursday, May 16, 2024 at 11:28 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.7374	9.20
$α$	0.1305	7.45
$β$	0.7536	23.40
$γ_{1}$	0.0114	0.51
$γ_{2}$	0.0149	0.42
$γ_{3}$	-0.1074	-3.75
$γ_{4}$	0.1317	4.33
$γ_{5}$	-0.0678	-1.89
$γ_{6}$	0.0545	1.34
$γ_{7}$	-0.0678	-1.85
$γ_{8}$	0.0358	1.43

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

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Volatility Forecasts

Volatility Forecasts