V-Lab: Namsung Corp Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

Namsung Corp Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 2nd, 2024:38.86% (+0.69%)

Analysis last updated: Wednesday, May 1, 2024 at 10:08 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.8305	5.09
$α$	0.1256	6.45
$β$	0.8351	31.20
$γ_{1}$	-0.0504	-0.83
$γ_{2}$	0.1663	1.79
$γ_{3}$	-0.2648	-3.44
$γ_{4}$	0.2138	2.80
$γ_{5}$	-0.1053	-1.36
$γ_{6}$	0.0395	0.44
$γ_{7}$	0.1318	1.43
$γ_{8}$	-0.2554	-2.23
$γ_{9}$	0.1905	1.25
$γ_{10}$	-0.1237	-0.76

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

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