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

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V-Lab

OM Holdings Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, May 6th, 2024:43.31% (+2.47%)

Analysis last updated: Saturday, May 4, 2024 at 07:49 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.9386	3.08
$α$	0.0975	6.61
$β$	0.8732	46.81
$γ_{1}$	0.2719	0.70
$γ_{2}$	-0.2454	-0.38
$γ_{3}$	-0.3473	-0.87
$γ_{4}$	0.7013	3.59
$γ_{5}$	-0.6065	-3.21
$γ_{6}$	0.4966	1.95
$γ_{7}$	-0.7831	-2.45
$γ_{8}$	0.9969	2.86
$γ_{9}$	-0.8590	-2.66
$γ_{10}$	0.5671	2.50

Estimation Period:
Mar 19, 1998 to May 3, 2024

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Volatility Forecasts

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