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 Friday, May 17th, 2024:30.01% (+1.30%)

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
$ω$	0.6905	4.86
$α$	0.1378	8.44
$β$	0.7818	31.89
$γ_{1}$	-0.2151	-3.06
$γ_{2}$	0.3180	3.17
$γ_{3}$	-0.2273	-3.11
$γ_{4}$	0.2338	2.71
$γ_{5}$	-0.1401	-1.81
$γ_{6}$	-0.0115	-0.19
$γ_{7}$	0.0942	1.64
$γ_{8}$	-0.1060	-1.55
$γ_{9}$	0.1062	1.28
$γ_{10}$	-0.0298	-0.27

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

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