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

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V-Lab

WooSung Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 29th, 2024:15.12% (-0.19%)

Analysis last updated: Saturday, April 27, 2024 at 11:52 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.8267	5.46
$α$	0.1911	8.95
$β$	0.7647	30.67
$γ_{1}$	-0.0919	-1.49
$γ_{2}$	0.2076	2.07
$γ_{3}$	-0.2577	-2.97
$γ_{4}$	0.2012	1.98
$γ_{5}$	-0.0644	-0.53
$γ_{6}$	0.0489	0.43
$γ_{7}$	-0.1301	-1.27
$γ_{8}$	0.2116	1.99
$γ_{9}$	-0.3007	-2.97
$γ_{10}$	0.2753	3.94

Estimation Period:
Jan 3, 1990 to Apr 26, 2024

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Volatility Forecasts