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 Monday, April 22nd, 2024:35.17% (-1.31%)

Analysis last updated: Sunday, April 21, 2024 at 12:20 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.5234	5.57
$α$	0.1216	7.19
$β$	0.8047	32.39
$γ_{1}$	-0.1284	-2.43
$γ_{2}$	0.2319	3.11
$γ_{3}$	-0.2670	-5.33
$γ_{4}$	0.2616	4.75
$γ_{5}$	-0.1142	-1.74
$γ_{6}$	0.0038	0.06
$γ_{7}$	0.0503	0.74
$γ_{8}$	-0.0975	-1.11
$γ_{9}$	0.1302	1.25
$γ_{10}$	-0.1057	-1.19

Estimation Period:
Jan 3, 1990 to Apr 19, 2024

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