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

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V-Lab

Samick THK Co Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 2nd, 2024:42.42% (-2.05%)

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
$ω$	0.7237	6.23
$α$	0.1215	7.57
$β$	0.7921	31.62
$γ_{1}$	-0.0418	-1.09
$γ_{2}$	0.0785	1.42
$γ_{3}$	-0.1094	-2.72
$γ_{4}$	0.0852	1.89
$γ_{5}$	0.0480	0.92
$γ_{6}$	-0.1452	-2.52
$γ_{7}$	0.2034	3.92
$γ_{8}$	-0.2562	-6.00
$γ_{9}$	0.2781	3.99

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

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Volatility Forecasts