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

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V-Lab

OCI Holdings Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, May 3rd, 2024:50.04% (-0.36%)

Analysis last updated: Friday, May 3, 2024 at 10:36 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.7283	6.35
$α$	0.0739	8.61
$β$	0.8905	65.19
$γ_{1}$	-0.0563	-1.03
$γ_{2}$	0.1766	2.08
$γ_{3}$	-0.2833	-4.35
$γ_{4}$	0.2056	3.46
$γ_{5}$	0.0532	1.01
$γ_{6}$	-0.2424	-4.52
$γ_{7}$	0.2678	3.92
$γ_{8}$	-0.1784	-2.18
$γ_{9}$	0.1169	1.22
$γ_{10}$	-0.1052	-1.17

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

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