V-Lab: Sajodaerim Corp Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Sajodaerim Corp Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 2nd, 2024:36.29% (-1.56%)

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
$ω$	0.6133	5.99
$α$	0.2038	11.12
$β$	0.6691	25.42
$γ_{1}$	-0.0822	-1.48
$γ_{2}$	0.1623	2.00
$γ_{3}$	-0.1771	-3.29
$γ_{4}$	0.1668	3.16
$γ_{5}$	-0.1705	-2.93
$γ_{6}$	0.1403	2.33
$γ_{7}$	0.0337	0.65
$γ_{8}$	-0.1574	-3.39
$γ_{9}$	0.1418	3.11
$γ_{10}$	-0.0779	-2.42

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

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