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

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V-Lab

Samho Development Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 2nd, 2024:14.94% (-0.16%)

Analysis last updated: Wednesday, May 1, 2024 at 10:00 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.2310	3.86
$α$	0.2051	7.78
$β$	0.7092	22.90
$γ_{1}$	-0.1806	-1.16
$γ_{2}$	0.4693	2.24
$γ_{3}$	-0.6414	-4.73
$γ_{4}$	0.5547	3.78
$γ_{5}$	-0.3094	-2.27
$γ_{6}$	0.2485	1.74
$γ_{7}$	-0.2333	-1.49
$γ_{8}$	0.0549	0.39
$γ_{9}$	0.1028	1.16

Estimation Period:
Jul 17, 2002 to Apr 30, 2024

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