V-Lab: Shinwon Corp Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Shinwon Corp Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:19.88% (-0.76%)

Analysis last updated: Sunday, April 21, 2024 at 12:18 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.9727	3.24
$α$	0.1198	7.94
$β$	0.8101	38.72
$γ_{1}$	0.2110	1.82
$γ_{2}$	-0.2900	-1.79
$γ_{3}$	0.0158	0.19
$γ_{4}$	0.1038	1.44
$γ_{5}$	-0.0867	-1.26
$γ_{6}$	0.1379	2.12
$γ_{7}$	-0.1521	-1.96
$γ_{8}$	0.1503	1.77
$γ_{9}$	-0.2731	-3.90
$γ_{10}$	0.2964	6.19

Estimation Period:
Nov 24, 1992 to Apr 19, 2024

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