V-Lab: Cullinan Holdings Ltd Zero Slope Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

Cullinan Holdings Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, March 14th, 2018:149.43% (-1.10%)

Analysis last updated: Tuesday, March 13, 2018 at 04:46 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.1438	2.04
$α$	0.1428	4.87
$β$	0.7456	15.78
$γ_{1}$	-0.4241	-1.61
$γ_{2}$	0.6640	1.86
$γ_{3}$	-0.3296	-2.06
$γ_{4}$	0.0110	0.10
$γ_{5}$	0.0283	0.36
$γ_{6}$	0.2389	3.62
$γ_{7}$	-0.2986	-5.74

Estimation Period:
Jan 2, 1990 to Feb 23, 2018

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts