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

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V-Lab

Shinhung Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:15.31% (+0.77%)

Analysis last updated: Sunday, April 21, 2024 at 12:22 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.5170	0.16
$α$	0.2263	0.28
$β$	0.7737	0.95
$γ_{1}$	-0.7712	-5.98
$γ_{2}$	1.0207	4.37
$γ_{3}$	-0.4573	-2.85
$γ_{4}$	0.2756	2.22
$γ_{5}$	-0.0069	-0.05
$γ_{6}$	-0.2129	-1.20
$γ_{7}$	0.3792	2.44
$γ_{8}$	-0.4368	-3.10
$γ_{9}$	0.2940	2.01
$γ_{10}$	-0.0768	-0.79

Estimation Period:
Feb 8, 1991 to Apr 19, 2024

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Volatility Forecasts

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