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

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V-Lab

Samyoung Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:46.41% (+0.79%)

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

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.8024	8.35
$α$	0.1018	7.24
$β$	0.8270	38.73
$γ_{1}$	-0.0103	-0.33
$γ_{2}$	0.0542	1.11
$γ_{3}$	-0.1992	-5.39
$γ_{4}$	0.3334	9.85
$γ_{5}$	-0.2622	-6.50
$γ_{6}$	0.0666	1.32
$γ_{7}$	0.0667	1.09
$γ_{8}$	-0.0502	-0.81
$γ_{9}$	-0.0169	-0.36

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

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Volatility Forecasts

Volatility Forecasts