V-Lab: SG Global Co Ltd Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

SG Global Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:34.44% (-0.50%)

Analysis last updated: Sunday, April 21, 2024 at 12:22 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.5515	4.38
$α$	0.1752	8.59
$β$	0.7233	22.64
$γ_{1}$	-0.0631	-0.80
$γ_{2}$	0.1378	1.25
$γ_{3}$	-0.1075	-1.57
$γ_{4}$	0.0006	0.01
$γ_{5}$	0.0565	0.73
$γ_{6}$	-0.1029	-0.83
$γ_{7}$	0.1897	1.36
$γ_{8}$	-0.1721	-1.37
$γ_{9}$	0.0518	0.41
$γ_{10}$	0.0332	0.38

Estimation Period:
Jan 3, 1990 to Apr 19, 2024

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