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

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V-Lab

Comtec Systems Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 29th, 2024:26.29% (-0.48%)

Analysis last updated: Saturday, April 27, 2024 at 11:45 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.8556	6.52
$α$	0.1662	7.48
$β$	0.7342	23.82
$γ_{1}$	-0.1795	-3.56
$γ_{2}$	0.2235	2.83
$γ_{3}$	-0.0548	-0.86
$γ_{4}$	0.0440	0.67
$γ_{5}$	-0.0736	-1.07
$γ_{6}$	0.1089	1.52
$γ_{7}$	-0.1729	-2.29
$γ_{8}$	0.1634	2.87

Estimation Period:
Feb 12, 1997 to Apr 26, 2024

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Volatility Forecasts

Volatility Forecasts