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

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V-Lab

Monalisa Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, May 3rd, 2024:50.67% (-3.92%)

Analysis last updated: Friday, May 3, 2024 at 10:35 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.7103	4.72
$α$	0.1266	8.22
$β$	0.8386	45.17
$γ_{1}$	-0.0366	-0.71
$γ_{2}$	0.1413	1.89
$γ_{3}$	-0.2641	-5.13
$γ_{4}$	0.2358	4.01
$γ_{5}$	-0.1132	-1.61
$γ_{6}$	0.0982	1.23
$γ_{7}$	-0.0978	-1.22
$γ_{8}$	0.0219	0.32
$γ_{9}$	0.0346	0.78

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

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