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

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V-Lab

Samyoung Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, May 3rd, 2024:43.38% (-0.75%)

Analysis last updated: Friday, May 3, 2024 at 10:48 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.8036	8.34
$α$	0.1016	7.22
$β$	0.8278	38.90
$γ_{1}$	-0.0097	-0.31
$γ_{2}$	0.0529	1.08
$γ_{3}$	-0.1979	-5.33
$γ_{4}$	0.3331	9.83
$γ_{5}$	-0.2639	-6.59
$γ_{6}$	0.0696	1.39
$γ_{7}$	0.0647	1.06
$γ_{8}$	-0.0507	-0.82
$γ_{9}$	-0.0153	-0.33

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

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