V-Lab: OSK Holdings Bhd Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

OSK Holdings Bhd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, May 17th, 2024:29.21% (+1.34%)

Analysis last updated: Friday, May 17, 2024 at 11:51 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.7615	5.20
$α$	0.1379	8.47
$β$	0.7831	32.54
$γ_{1}$	-0.1720	-2.47
$γ_{2}$	0.2523	2.52
$γ_{3}$	-0.1882	-2.52
$γ_{4}$	0.2059	2.35
$γ_{5}$	-0.1233	-1.59
$γ_{6}$	-0.0183	-0.31
$γ_{7}$	0.0960	1.68
$γ_{8}$	-0.1108	-1.68
$γ_{9}$	0.1248	1.71
$γ_{10}$	-0.0881	-1.76

Estimation Period:
May 31, 1991 to May 10, 2024

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