V-Lab: SNT Dynamics Co Ltd Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

SNT Dynamics Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, April 18th, 2024:39.31% (-1.73%)

Analysis last updated: Thursday, April 18, 2024 at 10:42 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.7223	4.87
$α$	0.1378	9.01
$β$	0.7898	36.00
$γ_{1}$	-0.0305	-0.61
$γ_{2}$	0.1155	1.69
$γ_{3}$	-0.2221	-5.44
$γ_{4}$	0.1999	4.51
$γ_{5}$	-0.0776	-1.65
$γ_{6}$	0.0253	0.57
$γ_{7}$	-0.0430	-0.91
$γ_{8}$	0.1095	2.54
$γ_{9}$	-0.1187	-4.02

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

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