V-Lab
Samhwa Crown & Closure Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, April 22nd, 2024:23.91% (+4.71%)
Analysis last updated: Sunday, April 21, 2024 at 12:18 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8484 | 5.92 | |
| 0.2355 | 8.08 | |
| 0.6536 | 19.65 | |
| -0.0457 | -0.78 | |
| 0.1189 | 1.40 | |
| -0.2281 | -4.29 | |
| 0.2182 | 3.91 | |
| 0.0144 | 0.22 | |
| -0.1989 | -3.00 | |
| 0.2125 | 3.63 | |
| -0.2110 | -2.74 | |
| 0.3673 | 2.51 | |
| -0.6064 | -2.28 |
Estimation Period:
Jan 3, 1990 to Apr 19, 2024
Jan 3, 1990 to Apr 19, 2024
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