V-Lab
Shinyoung Securities Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, April 22nd, 2024:17.52% (+1.92%)
Analysis last updated: Sunday, April 21, 2024 at 12:21 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0532 | 7.42 | |
| 0.1213 | 9.47 | |
| 0.7916 | 37.66 | |
| -0.0110 | -0.24 | |
| 0.0997 | 1.44 | |
| -0.2379 | -4.42 | |
| 0.1760 | 3.05 | |
| 0.0728 | 1.12 | |
| -0.2376 | -3.07 | |
| 0.2528 | 3.26 | |
| -0.1715 | -2.80 | |
| 0.0787 | 1.45 | |
| -0.0204 | -0.49 |
Estimation Period:
Jan 3, 1990 to Apr 19, 2024
Jan 3, 1990 to Apr 19, 2024
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