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

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V-Lab

Shinhung Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 2nd, 2024:48.03% (-6.43%)

Analysis last updated: Thursday, May 2, 2024 at 11:52 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.5616	0.14
$α$	0.2271	0.23
$β$	0.7728	0.79
$γ_{1}$	-0.7699	-5.24
$γ_{2}$	1.0175	3.83
$γ_{3}$	-0.4529	-2.66
$γ_{4}$	0.2707	2.18
$γ_{5}$	-0.0033	-0.02
$γ_{6}$	-0.2135	-1.10
$γ_{7}$	0.3773	2.23
$γ_{8}$	-0.4364	-3.00
$γ_{9}$	0.2983	2.03
$γ_{10}$	-0.0826	-0.84

Estimation Period:
Feb 8, 1991 to Apr 30, 2024

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