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

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V-Lab

OSK Holdings Bhd Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, November 12th, 2024:24.24% (-0.14%)

Analysis last updated: Tuesday, November 12, 2024 at 09:45 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.7164	5.12
$α$	0.1363	8.29
$β$	0.7804	30.31
$γ_{1}$	-0.1937	-2.92
$γ_{2}$	0.2851	3.00
$γ_{3}$	-0.2086	-3.12
$γ_{4}$	0.2318	2.90
$γ_{5}$	-0.1651	-2.22
$γ_{6}$	0.0342	0.58
$γ_{7}$	0.0416	0.78
$γ_{8}$	-0.0519	-0.91
$γ_{9}$	0.0541	0.75
$γ_{10}$	0.0682	0.57

Estimation Period:
May 31, 1991 to Nov 8, 2024

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