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

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V-Lab

Enex Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, May 3rd, 2024:18.70% (-0.43%)

Analysis last updated: Friday, May 3, 2024 at 10:34 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.6861	5.24
$α$	0.0990	7.81
$β$	0.8482	43.99
$γ_{1}$	-0.0988	-1.07
$γ_{2}$	0.0069	0.05
$γ_{3}$	0.1132	1.14
$γ_{4}$	0.0580	0.58
$γ_{5}$	-0.1828	-1.55
$γ_{6}$	0.2863	1.94
$γ_{7}$	-0.4014	-3.12
$γ_{8}$	0.4171	4.57
$γ_{9}$	-0.4331	-5.65
$γ_{10}$	0.3686	5.78

Estimation Period:
Jul 10, 1995 to Apr 30, 2024

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