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

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V-Lab

Ascendio Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 2nd, 2024:54.41% (-1.01%)

Analysis last updated: Wednesday, May 1, 2024 at 09:59 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.5335	6.02
$α$	0.1276	6.12
$β$	0.8104	18.77
$γ_{1}$	0.0316	0.86
$γ_{2}$	0.0110	0.21
$γ_{3}$	-0.1475	-3.96
$γ_{4}$	0.1864	4.32
$γ_{5}$	-0.1461	-3.16
$γ_{6}$	0.0985	2.31
$γ_{7}$	-0.0443	-1.07
$γ_{8}$	0.0161	0.47

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

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