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

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V-Lab

WooSung Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, April 17th, 2024:16.26% (+0.86%)

Analysis last updated: Wednesday, April 17, 2024 at 10:22 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.8266	5.47
$α$	0.1916	8.93
$β$	0.7638	30.47
$γ_{1}$	-0.0919	-1.49
$γ_{2}$	0.2078	2.07
$γ_{3}$	-0.2579	-2.97
$γ_{4}$	0.2007	1.98
$γ_{5}$	-0.0638	-0.53
$γ_{6}$	0.0489	0.43
$γ_{7}$	-0.1302	-1.29
$γ_{8}$	0.2107	2.01
$γ_{9}$	-0.2972	-2.94
$γ_{10}$	0.2704	3.86

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

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