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 Thursday, April 18th, 2024:35.69% (-0.44%)

Analysis last updated: Thursday, April 18, 2024 at 10:54 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.5538	4.38
$α$	0.1742	8.56
$β$	0.7259	22.85
$γ_{1}$	-0.0624	-0.79
$γ_{2}$	0.1376	1.24
$γ_{3}$	-0.1088	-1.58
$γ_{4}$	0.0020	0.03
$γ_{5}$	0.0555	0.70
$γ_{6}$	-0.1028	-0.81
$γ_{7}$	0.1901	1.34
$γ_{8}$	-0.1720	-1.35
$γ_{9}$	0.0524	0.42
$γ_{10}$	0.0314	0.36

Estimation Period:
Jan 3, 1990 to Apr 12, 2024

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