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

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V-Lab

STX Engine Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, April 19th, 2024:42.03% (+12.16%)

Analysis last updated: Saturday, April 20, 2024 at 12:09 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.2552	6.62
$α$	0.1388	5.61
$β$	0.7368	14.18
$γ_{1}$	-0.0295	-0.15
$γ_{2}$	0.3454	1.11
$γ_{3}$	-0.7117	-3.52
$γ_{4}$	0.5964	3.06
$γ_{5}$	-0.0784	-0.37
$γ_{6}$	-0.2231	-0.70
$γ_{7}$	-0.2970	-0.73
$γ_{8}$	1.1447	3.40
$γ_{9}$	-1.4586	-6.22
$γ_{10}$	1.0337	6.38

Estimation Period:
May 10, 2004 to Apr 12, 2024

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