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

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V-Lab

E Media Holdings Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, May 3rd, 2024:39.32% (-1.17%)

Analysis last updated: Friday, May 3, 2024 at 08:13 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.4337	2.99
$α$	0.1163	4.63
$β$	0.5283	5.06
$γ_{1}$	0.0810	0.18
$γ_{2}$	-0.4500	-0.68
$γ_{3}$	0.8059	2.00
$γ_{4}$	-0.9307	-3.14
$γ_{5}$	0.9603	3.82
$γ_{6}$	-0.9693	-3.28
$γ_{7}$	0.9845	2.65
$γ_{8}$	-0.5775	-1.64
$γ_{9}$	-0.3893	-1.26
$γ_{10}$	0.8492	3.12

Estimation Period:
Jan 5, 1990 to Apr 30, 2024

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