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

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V-Lab

HanChang Paper Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 2nd, 2024:18.89% (-1.13%)

Analysis last updated: Thursday, May 2, 2024 at 11:53 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.8172	6.13
$α$	0.1890	7.35
$β$	0.7407	25.45
$γ_{1}$	0.0167	0.33
$γ_{2}$	0.0210	0.27
$γ_{3}$	-0.1151	-1.84
$γ_{4}$	0.0456	0.65
$γ_{5}$	0.1464	1.97
$γ_{6}$	-0.2409	-2.95
$γ_{7}$	0.1943	1.98
$γ_{8}$	-0.0097	-0.09
$γ_{9}$	-0.1848	-1.86
$γ_{10}$	0.1949	3.06

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

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