V-Lab: Shinwon Corp MF2-GARCH Volatility Analysis

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V-Lab

Shinwon Corp MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, April 29th, 2024:19.62% (+0.30%)

Analysis last updated: Saturday, April 27, 2024 at 11:49 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	46
$α$	0.1563	21.01
$β$	0.7159	68.28
$γ$	-0.0189	-1.81
$λ_{1}$	0.0448	2.93
$λ_{2}$	0.0471	5.00
$λ_{3}$	0.9511	92.20

Estimation Period:
Nov 24, 1992 to Apr 26, 2024

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Volatility Forecasts

Volatility Forecasts