V-Lab: Miwon Commercial Co Ltd Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Miwon Commercial Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, April 17th, 2024:28.93% (+1.94%)

Analysis last updated: Wednesday, April 17, 2024 at 10:25 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.9057	8.70
$α$	0.1681	5.32
$β$	0.7040	15.54
$γ_{1}$	-0.0142	-0.35
$γ_{2}$	0.0642	1.02
$γ_{3}$	-0.1855	-3.59
$γ_{4}$	0.2382	4.48
$γ_{5}$	-0.1278	-2.05
$γ_{6}$	0.0035	0.05
$γ_{7}$	0.0417	0.64
$γ_{8}$	-0.0277	-0.36
$γ_{9}$	-0.0130	-0.14
$γ_{10}$	0.0517	0.72

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

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