V-Lab
Shinyoung Securities Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, May 2nd, 2024:27.68% (-2.31%)
Analysis last updated: Wednesday, May 1, 2024 at 10:13 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0646 | 7.69 | |
| 0.1227 | 9.41 | |
| 0.7840 | 35.58 | |
| -0.0057 | -0.13 | |
| 0.0927 | 1.37 | |
| -0.2366 | -4.53 | |
| 0.1773 | 3.16 | |
| 0.0715 | 1.13 | |
| -0.2375 | -3.15 | |
| 0.2534 | 3.36 | |
| -0.1721 | -2.88 | |
| 0.0808 | 1.53 | |
| -0.0237 | -0.59 |
Estimation Period:
Jan 3, 1990 to Apr 30, 2024
Jan 3, 1990 to Apr 30, 2024
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