V-Lab: Wonlim Corp Spline-GARCH Volatility Analysis

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V-Lab

Wonlim Corp Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:12.06% (-0.53%)

Analysis last updated: Sunday, April 21, 2024 at 12:19 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.8833	7.80
$α$	0.1764	8.44
$β$	0.6732	20.97
$γ_{1}$	-0.0344	-0.69
$γ_{2}$	0.0680	0.80
$γ_{3}$	-0.1343	-2.05
$γ_{4}$	0.1802	3.23
$γ_{5}$	-0.1035	-1.80
$γ_{6}$	0.0355	0.64
$γ_{7}$	-0.0393	-0.74
$γ_{8}$	0.0264	0.46
$γ_{9}$	0.0955	1.37
$γ_{10}$	-0.3663	-3.50

Estimation Period:
Apr 20, 1990 to Apr 19, 2024

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