V-Lab: SSANGYONG C&E Co Ltd Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

SSANGYONG C&E Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 2nd, 2024:14.10% (-0.03%)

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
$ω$	0.5673	5.84
$α$	0.1491	9.01
$β$	0.7251	21.13
$γ_{1}$	-0.0063	-0.16
$γ_{2}$	0.0757	1.33
$γ_{3}$	-0.1832	-4.74
$γ_{4}$	0.1492	3.80
$γ_{5}$	-0.0364	-1.00
$γ_{6}$	0.0081	0.23
$γ_{7}$	0.0013	0.03
$γ_{8}$	-0.0723	-1.69
$γ_{9}$	0.1194	4.06

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

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