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 Monday, April 22nd, 2024:23.21% (-0.23%)

Analysis last updated: Sunday, April 21, 2024 at 12:10 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.8665	7.85
$α$	0.1485	7.03
$β$	0.7060	16.33
$γ_{1}$	0.1354	2.42
$γ_{2}$	-0.2597	-3.07
$γ_{3}$	0.1031	1.65
$γ_{4}$	0.1041	1.64
$γ_{5}$	-0.1807	-2.59
$γ_{6}$	0.2030	2.89
$γ_{7}$	-0.1870	-2.97
$γ_{8}$	0.2005	3.22
$γ_{9}$	-0.2903	-4.27
$γ_{10}$	0.2649	4.10

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

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