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

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V-Lab

Choil Aluminum Co Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, May 10th, 2024:29.29% (-1.73%)

Analysis last updated: Saturday, May 11, 2024 at 03:45 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.9402	6.15
$α$	0.1811	9.42
$β$	0.7338	27.62
$γ_{1}$	-0.0201	-0.42
$γ_{2}$	0.1125	1.49
$γ_{3}$	-0.1962	-3.14
$γ_{4}$	0.0859	1.31
$γ_{5}$	0.1193	1.75
$γ_{6}$	-0.1962	-2.74
$γ_{7}$	0.1969	2.14
$γ_{8}$	-0.2592	-2.41
$γ_{9}$	0.4244	4.20
$γ_{10}$	-0.7377	-5.59

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

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