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

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V-Lab

Firstec Co Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, May 10th, 2024:23.08% (-0.77%)

Analysis last updated: Saturday, May 11, 2024 at 03:48 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.5755	3.68
$α$	0.1950	10.58
$β$	0.7566	37.34
$γ_{1}$	-0.1180	-1.40
$γ_{2}$	0.2680	2.28
$γ_{3}$	-0.2906	-4.23
$γ_{4}$	0.1408	2.15
$γ_{5}$	0.0873	1.22
$γ_{6}$	-0.2280	-3.05
$γ_{7}$	0.2847	3.32
$γ_{8}$	-0.2512	-2.26
$γ_{9}$	0.2413	1.79
$γ_{10}$	-0.3792	-2.09

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

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Volatility Forecasts

Volatility Forecasts