V-Lab: Shin Hwa Dynamics Co Ltd Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Shin Hwa Dynamics Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, April 19th, 2024:29.01% (-0.73%)

Analysis last updated: Saturday, April 20, 2024 at 12:05 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.6397	7.78
$α$	0.1318	8.68
$β$	0.7719	29.91
$γ_{1}$	-0.0420	-0.97
$γ_{2}$	0.1069	1.65
$γ_{3}$	-0.1587	-3.12
$γ_{4}$	0.1100	1.87
$γ_{5}$	-0.0019	-0.03
$γ_{6}$	-0.0282	-0.40
$γ_{7}$	0.0340	0.53
$γ_{8}$	0.0167	0.20
$γ_{9}$	-0.1277	-1.36
$γ_{10}$	0.1406	2.29

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

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