V-Lab: Sebang Co Ltd Spline-GARCH Volatility Analysis

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V-Lab

Sebang Co Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 2nd, 2024:21.06% (-0.46%)

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
$ω$	0.8503	8.34
$α$	0.1598	6.20
$β$	0.7012	19.32
$γ_{1}$	0.0169	0.51
$γ_{2}$	0.0126	0.25
$γ_{3}$	-0.1151	-3.25
$γ_{4}$	0.1525	4.38
$γ_{5}$	-0.1322	-3.92
$γ_{6}$	0.0970	3.29
$γ_{7}$	-0.0227	-0.75
$γ_{8}$	0.0278	0.84
$γ_{9}$	-0.1158	-2.76

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

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Volatility Forecasts

Volatility Forecasts