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

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V-Lab

Choil Aluminum Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 2nd, 2024:69.73% (+0.66%)

Analysis last updated: Wednesday, May 1, 2024 at 09:57 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.0442	5.77
$α$	0.1924	9.10
$β$	0.7394	29.05
$γ_{1}$	-0.0051	-0.10
$γ_{2}$	0.0876	1.07
$γ_{3}$	-0.1774	-2.59
$γ_{4}$	0.0750	1.05
$γ_{5}$	0.1143	1.55
$γ_{6}$	-0.1739	-2.27
$γ_{7}$	0.1507	1.55
$γ_{8}$	-0.1646	-1.49
$γ_{9}$	0.2211	2.43
$γ_{10}$	-0.1995	-3.88

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

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