V-Lab: Cosmax BTI Inc Zero Slope Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

Cosmax BTI Inc Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 2nd, 2024:17.53% (-0.73%)

Analysis last updated: Wednesday, May 1, 2024 at 09:54 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.5464	4.94
$α$	0.1046	6.12
$β$	0.7930	21.24
$γ_{1}$	0.3456	2.17
$γ_{2}$	-0.5684	-2.39
$γ_{3}$	0.3742	2.50
$γ_{4}$	-0.2317	-1.79
$γ_{5}$	0.1272	0.92
$γ_{6}$	-0.0631	-0.48
$γ_{7}$	-0.0097	-0.08
$γ_{8}$	0.0736	0.65
$γ_{9}$	-0.2150	-2.01
$γ_{10}$	0.3131	3.76

Estimation Period:
Feb 7, 2002 to Apr 30, 2024

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