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

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V-Lab

Sajodongaone Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:20.44% (-0.41%)

Analysis last updated: Sunday, April 21, 2024 at 12:16 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.8532	5.58
$α$	0.1599	8.95
$β$	0.7965	38.00
$γ_{1}$	-0.0228	-0.41
$γ_{2}$	0.0920	1.09
$γ_{3}$	-0.1725	-2.69
$γ_{4}$	0.1620	2.34
$γ_{5}$	-0.1111	-1.31
$γ_{6}$	0.0977	1.05
$γ_{7}$	-0.1198	-1.17
$γ_{8}$	0.2294	1.73
$γ_{9}$	-0.3083	-1.92
$γ_{10}$	0.2163	1.73

Estimation Period:
Jan 3, 1990 to Apr 19, 2024

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Volatility Forecasts

Volatility Forecasts