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

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V-Lab

Woongjin Thinkbig Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, April 19th, 2024:24.68% (-0.30%)

Analysis last updated: Friday, April 19, 2024 at 11:47 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.8824	7.97
$α$	0.1489	7.05
$β$	0.7059	16.39
$γ_{1}$	0.1414	2.53
$γ_{2}$	-0.2663	-3.14
$γ_{3}$	0.1027	1.63
$γ_{4}$	0.1063	1.66
$γ_{5}$	-0.1828	-2.60
$γ_{6}$	0.2047	2.90
$γ_{7}$	-0.1888	-3.01
$γ_{8}$	0.2033	3.27
$γ_{9}$	-0.2926	-4.21
$γ_{10}$	0.2646	4.02

Estimation Period:
Nov 7, 1994 to Apr 12, 2024

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Volatility Forecasts

Volatility Forecasts