V-Lab
Hanyang Securities Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, April 22nd, 2024:13.22% (-0.65%)
Analysis last updated: Sunday, April 21, 2024 at 12:21 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9992 | 7.80 | |
| 0.1138 | 7.63 | |
| 0.8204 | 36.92 | |
| 0.0410 | 1.11 | |
| 0.0292 | 0.51 | |
| -0.2453 | -5.90 | |
| 0.3305 | 7.77 | |
| -0.2842 | -5.55 | |
| 0.1752 | 3.00 | |
| -0.0171 | -0.32 | |
| 0.0264 | 0.46 | |
| -0.2524 | -1.82 |
Estimation Period:
Jan 3, 1990 to Apr 19, 2024
Jan 3, 1990 to Apr 19, 2024
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