V-Lab: Miwon Commercial Co Ltd Spline-GARCH Volatility Analysis

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V-Lab

Miwon Commercial Co Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 29th, 2024:18.25% (-0.13%)

Analysis last updated: Saturday, April 27, 2024 at 11:53 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.8715	8.72
$α$	0.1720	5.28
$β$	0.6892	14.42
$γ_{1}$	-0.0432	-1.12
$γ_{2}$	0.1138	1.86
$γ_{3}$	-0.2223	-4.44
$γ_{4}$	0.2658	5.15
$γ_{5}$	-0.1437	-2.38
$γ_{6}$	0.0071	0.10
$γ_{7}$	0.0478	0.74
$γ_{8}$	-0.0422	-0.53
$γ_{9}$	0.0232	0.21
$γ_{10}$	-0.0604	-0.44

Estimation Period:
Jan 3, 1990 to Apr 26, 2024

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