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

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V-Lab

Samho Development Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, April 18th, 2024:17.40% (-1.14%)

Analysis last updated: Thursday, April 18, 2024 at 10:48 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.2367	3.89
$α$	0.2053	7.80
$β$	0.7085	22.87
$γ_{1}$	-0.1796	-1.15
$γ_{2}$	0.4703	2.25
$γ_{3}$	-0.6456	-4.74
$γ_{4}$	0.5580	3.80
$γ_{5}$	-0.3114	-2.28
$γ_{6}$	0.2507	1.74
$γ_{7}$	-0.2365	-1.50
$γ_{8}$	0.0624	0.45
$γ_{9}$	0.0932	1.06

Estimation Period:
Jul 17, 2002 to Apr 12, 2024

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