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

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V-Lab

Woongjin Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 2nd, 2024:37.74% (-0.26%)

Analysis last updated: Thursday, May 2, 2024 at 11:57 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.8192	6.89
$α$	0.1161	6.36
$β$	0.8118	27.39
$γ_{1}$	0.1492	2.13
$γ_{2}$	-0.2603	-2.43
$γ_{3}$	0.0620	0.78
$γ_{4}$	0.1697	2.02
$γ_{5}$	-0.2233	-2.35
$γ_{6}$	0.1974	2.23
$γ_{7}$	-0.2267	-3.09
$γ_{8}$	0.2999	3.60
$γ_{9}$	-0.2657	-2.68
$γ_{10}$	0.1116	1.31

Estimation Period:
Nov 7, 1994 to Apr 30, 2024

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