V-Lab: SNT Dynamics Co Ltd Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

SNT Dynamics Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, May 7th, 2024:41.50% (-1.39%)

Analysis last updated: Saturday, May 4, 2024 at 11:16 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.7325	5.07
$α$	0.1387	9.02
$β$	0.7874	35.58
$γ_{1}$	-0.0263	-0.54
$γ_{2}$	0.1095	1.65
$γ_{3}$	-0.2197	-5.48
$γ_{4}$	0.1999	4.58
$γ_{5}$	-0.0790	-1.70
$γ_{6}$	0.0264	0.59
$γ_{7}$	-0.0434	-0.92
$γ_{8}$	0.1101	2.56
$γ_{9}$	-0.1200	-4.10

Estimation Period:
Jan 3, 1990 to May 3, 2024

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