V-Lab: Shin Poong Inc Spline-GARCH Volatility Analysis

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V-Lab

Shin Poong Inc Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 2nd, 2024:26.45% (-1.21%)

Analysis last updated: Thursday, May 2, 2024 at 11:52 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.5266	5.39
$α$	0.1683	9.49
$β$	0.7284	28.44
$γ_{1}$	-0.0725	-1.31
$γ_{2}$	0.1422	1.76
$γ_{3}$	-0.1805	-3.48
$γ_{4}$	0.1485	2.48
$γ_{5}$	0.0037	0.05
$γ_{6}$	-0.1606	-1.98
$γ_{7}$	0.2768	3.86
$γ_{8}$	-0.2474	-3.29
$γ_{9}$	0.1538	2.17
$γ_{10}$	-0.2198	-1.67

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

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Volatility Forecasts

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