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

V-Lab

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V-Lab

SNT Dynamics Co Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 2nd, 2024:50.10% (+5.09%)

Analysis last updated: Wednesday, May 1, 2024 at 10:11 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.6987	4.76
$α$	0.1393	8.91
$β$	0.7845	34.94
$γ_{1}$	-0.0480	-0.96
$γ_{2}$	0.1452	2.14
$γ_{3}$	-0.2449	-6.16
$γ_{4}$	0.2201	5.08
$γ_{5}$	-0.0941	-2.04
$γ_{6}$	0.0359	0.81
$γ_{7}$	-0.0458	-0.97
$γ_{8}$	0.1014	2.08
$γ_{9}$	-0.0853	-1.14

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

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Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts