V-Lab: Shin Hwa Dynamics Co Ltd Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Shin Hwa Dynamics Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 2nd, 2024:26.38% (+0.22%)

Analysis last updated: Wednesday, May 1, 2024 at 10:16 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.6408	7.75
$α$	0.1315	8.67
$β$	0.7731	30.11
$γ_{1}$	-0.0403	-0.93
$γ_{2}$	0.1030	1.58
$γ_{3}$	-0.1533	-2.99
$γ_{4}$	0.1030	1.75
$γ_{5}$	0.0053	0.07
$γ_{6}$	-0.0341	-0.48
$γ_{7}$	0.0377	0.58
$γ_{8}$	0.0161	0.19
$γ_{9}$	-0.1320	-1.41
$γ_{10}$	0.1468	2.39

Estimation Period:
Jan 3, 1990 to Apr 30, 2024

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