V-Lab: Samick THK Co Ltd EGARCH Volatility Analysis

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V-Lab

Samick THK Co Ltd EGARCH Volatility Analysis

Volatility Prediction for Thursday, April 18th, 2024:44.67% (-1.15%)

Analysis last updated: Thursday, April 18, 2024 at 10:51 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.1141	23.98
$α$	0.2199	38.33
$β$	0.9545	477.02
$γ$	0.0039	0.64

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

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Volatility Forecasts