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

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V-Lab

Tailim Packaging Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, May 3rd, 2024:29.06% (-0.99%)

Analysis last updated: Friday, May 3, 2024 at 10:37 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.7884	6.75
$α$	0.1527	5.80
$β$	0.7556	19.20
$γ_{1}$	-0.0600	-1.27
$γ_{2}$	0.1219	1.74
$γ_{3}$	-0.1866	-3.11
$γ_{4}$	0.1950	2.44
$γ_{5}$	-0.0444	-0.49
$γ_{6}$	-0.0365	-0.44
$γ_{7}$	-0.0574	-0.74
$γ_{8}$	0.1853	2.20
$γ_{9}$	-0.2177	-2.33
$γ_{10}$	0.1387	1.77

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

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Volatility Forecasts

Volatility Forecasts