V-Lab: Sajodaerim Corp Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Sajodaerim Corp Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:42.29% (-2.20%)

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
$ω$	0.6092	6.02
$α$	0.2041	11.06
$β$	0.6641	24.71
$γ_{1}$	-0.0822	-1.47
$γ_{2}$	0.1627	2.00
$γ_{3}$	-0.1777	-3.30
$γ_{4}$	0.1669	3.17
$γ_{5}$	-0.1704	-2.94
$γ_{6}$	0.1392	2.32
$γ_{7}$	0.0358	0.70
$γ_{8}$	-0.1589	-3.42
$γ_{9}$	0.1415	3.11
$γ_{10}$	-0.0765	-2.39

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

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Volatility Forecasts