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

V-Lab

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V-Lab

SM Bexel Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, April 18th, 2024:76.41% (+1.08%)

Analysis last updated: Thursday, April 18, 2024 at 10:49 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.8476	2.87
$α$	0.1417	13.35
$β$	0.8411	37.70
$γ_{1}$	0.0063	0.05
$γ_{2}$	-0.1154	-0.55
$γ_{3}$	0.1340	0.87
$γ_{4}$	-0.0489	-0.33
$γ_{5}$	0.1037	0.74
$γ_{6}$	-0.2328	-1.64
$γ_{7}$	0.4712	3.40
$γ_{8}$	-0.9383	-5.91
$γ_{9}$	1.4292	8.38
$γ_{10}$	-1.2031	-11.55

Estimation Period:
Dec 27, 1994 to Apr 12, 2024

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Volatility Forecasts

Volatility Forecasts