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

V-Lab

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V-Lab

In the F Co Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, May 10th, 2024:23.33% (-0.23%)

Analysis last updated: Saturday, May 11, 2024 at 03:46 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.6290	5.55
$α$	0.1164	6.37
$β$	0.8294	27.12
$γ_{1}$	-0.0769	-1.33
$γ_{2}$	0.2257	2.62
$γ_{3}$	-0.3090	-5.05
$γ_{4}$	0.1916	3.03
$γ_{5}$	0.0235	0.32
$γ_{6}$	-0.1451	-1.44
$γ_{7}$	0.2031	1.73
$γ_{8}$	-0.1766	-1.67
$γ_{9}$	0.0530	0.50
$γ_{10}$	-0.0446	-0.37

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

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