V-Lab: SUN&L Co Ltd Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

SUN&L Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, April 18th, 2024:36.76% (-1.03%)

Analysis last updated: Thursday, April 18, 2024 at 10:53 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.5227	5.58
$α$	0.1219	7.19
$β$	0.8038	32.11
$γ_{1}$	-0.1287	-2.44
$γ_{2}$	0.2325	3.13
$γ_{3}$	-0.2678	-5.36
$γ_{4}$	0.2621	4.77
$γ_{5}$	-0.1144	-1.74
$γ_{6}$	0.0038	0.06
$γ_{7}$	0.0506	0.75
$γ_{8}$	-0.0978	-1.11
$γ_{9}$	0.1303	1.25
$γ_{10}$	-0.1058	-1.19

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

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