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

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V-Lab

Woongjin Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:39.85% (-0.44%)

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

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.7980	6.85
$α$	0.1158	6.31
$β$	0.8092	26.73
$γ_{1}$	0.1405	2.03
$γ_{2}$	-0.2485	-2.35
$γ_{3}$	0.0568	0.73
$γ_{4}$	0.1747	2.12
$γ_{5}$	-0.2299	-2.48
$γ_{6}$	0.2064	2.39
$γ_{7}$	-0.2373	-3.29
$γ_{8}$	0.3095	3.73
$γ_{9}$	-0.2692	-2.72
$γ_{10}$	0.1097	1.29

Estimation Period:
Nov 7, 1994 to Apr 19, 2024

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