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

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V-Lab

Charm Engineering Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, May 3rd, 2024:40.25% (+5.51%)

Analysis last updated: Friday, May 3, 2024 at 10:38 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.6068	5.57
$α$	0.1436	6.82
$β$	0.7838	27.89
$γ_{1}$	-0.0009	-0.02
$γ_{2}$	0.0663	1.02
$γ_{3}$	-0.1673	-3.93
$γ_{4}$	0.0835	1.89
$γ_{5}$	0.0926	2.04
$γ_{6}$	-0.1414	-3.03
$γ_{7}$	0.1188	2.28
$γ_{8}$	-0.0605	-1.11
$γ_{9}$	0.0061	0.14

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

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