V-Lab: In the F Co Ltd Zero Slope Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

In the F Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, May 7th, 2024:29.93% (-0.37%)

Analysis last updated: Saturday, May 4, 2024 at 11:06 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.6756	6.07
$α$	0.1179	6.42
$β$	0.8282	27.47
$γ_{1}$	-0.0368	-0.65
$γ_{2}$	0.1604	1.88
$γ_{3}$	-0.2676	-4.31
$γ_{4}$	0.1700	2.65
$γ_{5}$	0.0254	0.35
$γ_{6}$	-0.1337	-1.32
$γ_{7}$	0.1832	1.56
$γ_{8}$	-0.1444	-1.44
$γ_{9}$	-0.0079	-0.09
$γ_{10}$	0.0953	1.52

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

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