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

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V-Lab

Tailim Packaging Co Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 16th, 2024:37.83% (-0.39%)

Analysis last updated: Thursday, May 16, 2024 at 11:27 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.7328	6.18
$α$	0.1363	8.05
$β$	0.7805	29.82
$γ_{1}$	-0.0975	-2.00
$γ_{2}$	0.1841	2.56
$γ_{3}$	-0.2309	-3.81
$γ_{4}$	0.2301	2.83
$γ_{5}$	-0.0714	-0.78
$γ_{6}$	-0.0152	-0.18
$γ_{7}$	-0.0828	-1.06
$γ_{8}$	0.2330	2.71
$γ_{9}$	-0.3177	-3.38
$γ_{10}$	0.3785	2.15

Estimation Period:
Jan 3, 1990 to May 14, 2024

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Volatility Forecasts

Volatility Forecasts