V-Lab: SUN&L Co Ltd Spline-GARCH Volatility Analysis

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V-Lab

SUN&L Co Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:48.35% (-0.96%)

Analysis last updated: Sunday, April 21, 2024 at 12:19 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.4969	5.19
$α$	0.1193	7.96
$β$	0.8115	38.98
$γ_{1}$	-0.1636	-2.99
$γ_{2}$	0.2910	3.81
$γ_{3}$	-0.3108	-6.14
$γ_{4}$	0.2974	5.31
$γ_{5}$	-0.1428	-2.15
$γ_{6}$	0.0282	0.43
$γ_{7}$	0.0211	0.30
$γ_{8}$	-0.0459	-0.49
$γ_{9}$	0.0233	0.20
$γ_{10}$	0.1451	0.76

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

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