V-Lab: Sajodaerim Corp Spline-GARCH Volatility Analysis

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V-Lab

Sajodaerim Corp Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 2nd, 2024:32.27% (-1.67%)

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

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.5713	5.39
$α$	0.2061	11.12
$β$	0.6623	24.86
$γ_{1}$	-0.1183	-2.02
$γ_{2}$	0.2212	2.63
$γ_{3}$	-0.2188	-4.05
$γ_{4}$	0.1994	3.80
$γ_{5}$	-0.1919	-3.35
$γ_{6}$	0.1500	2.54
$γ_{7}$	0.0357	0.70
$γ_{8}$	-0.1733	-3.57
$γ_{9}$	0.1792	3.01
$γ_{10}$	-0.1732	-1.59

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

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