V-Lab: Samyang Tongsang Co Ltd Spline-GARCH Volatility Analysis

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V-Lab

Samyang Tongsang Co Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:22.20% (+4.09%)

Analysis last updated: Sunday, April 21, 2024 at 12:23 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.8817	6.78
$α$	0.1477	5.22
$β$	0.7760	21.50
$γ_{1}$	-0.1207	-2.50
$γ_{2}$	0.2227	3.16
$γ_{3}$	-0.1742	-3.64
$γ_{4}$	-0.0279	-0.50
$γ_{5}$	0.3145	4.84
$γ_{6}$	-0.4125	-6.13
$γ_{7}$	0.3557	5.08
$γ_{8}$	-0.2525	-2.74
$γ_{9}$	0.1178	1.00
$γ_{10}$	-0.0696	-0.49

Estimation Period:
Jan 3, 1990 to Apr 19, 2024

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