V-Lab: GALAXIA SM Inc MF2-GARCH Volatility Analysis

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V-Lab

GALAXIA SM Inc MF2-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 2nd, 2024:51.07% (-1.34%)

Analysis last updated: Thursday, May 2, 2024 at 11:56 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	21
$α$	0.1559	21.39
$β$	0.7191	50.83
$γ$	-0.0191	-2.45
$λ_{1}$	0.2609	3.57
$λ_{2}$	0.0286	3.30
$λ_{3}$	0.9548	73.30

Estimation Period:
Jan 3, 1990 to Apr 30, 2024

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