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

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V-Lab

Samick THK Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 2nd, 2024:36.71% (-2.34%)

Analysis last updated: Wednesday, May 1, 2024 at 10:09 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.7820	6.39
$α$	0.1226	7.40
$β$	0.7974	33.07
$γ_{1}$	-0.0147	-0.38
$γ_{2}$	0.0381	0.67
$γ_{3}$	-0.0885	-2.11
$γ_{4}$	0.0745	1.60
$γ_{5}$	0.0487	0.90
$γ_{6}$	-0.1351	-2.25
$γ_{7}$	0.1812	3.37
$γ_{8}$	-0.2111	-5.50
$γ_{9}$	0.1540	5.70

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

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