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

V-Lab

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V-Lab

Wonlim Corp Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:20.72% (-0.40%)

Analysis last updated: Sunday, April 21, 2024 at 12:19 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.8551	8.07
$α$	0.1464	8.87
$β$	0.7760	33.98
$γ_{1}$	-0.0253	-3.26
$γ_{2}$	0.0316	2.75
$γ_{3}$	-0.0102	-1.34
$γ_{4}$	0.0087	1.61

Estimation Period:
Apr 20, 1990 to Apr 19, 2024

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