V-Lab: Sam Yung Trading Co Ltd Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Sam Yung Trading Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, April 18th, 2024:16.69% (+0.58%)

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
$ω$	0.9532	8.54
$α$	0.0915	7.79
$β$	0.8478	40.43
$γ_{1}$	-0.0007	-0.02
$γ_{2}$	0.0231	0.40
$γ_{3}$	-0.1207	-2.20
$γ_{4}$	0.2067	3.22
$γ_{5}$	-0.2014	-3.42
$γ_{6}$	0.1886	4.08
$γ_{7}$	-0.1790	-4.60
$γ_{8}$	0.0957	2.44
$γ_{9}$	0.0149	0.52

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

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Volatility Forecasts