V-Lab: Samyang Tongsang Co Ltd Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Samyang Tongsang Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, April 18th, 2024:20.85% (-1.73%)

Analysis last updated: Thursday, April 18, 2024 at 10:43 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.9247	6.78
$α$	0.1434	5.16
$β$	0.7873	22.72
$γ_{1}$	-0.0990	-1.99
$γ_{2}$	0.1916	2.64
$γ_{3}$	-0.1612	-3.24
$γ_{4}$	-0.0318	-0.54
$γ_{5}$	0.3117	4.54
$γ_{6}$	-0.4033	-5.70
$γ_{7}$	0.3420	4.71
$γ_{8}$	-0.2329	-2.51
$γ_{9}$	0.0765	0.68
$γ_{10}$	0.0368	0.48

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

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Volatility Forecasts

Volatility Forecasts