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

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V-Lab

Woongjin Co Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 2nd, 2024:33.34% (-0.28%)

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
$ω$	0.8142	6.81
$α$	0.1136	6.30
$β$	0.8147	27.12
$γ_{1}$	0.1586	2.26
$γ_{2}$	-0.2767	-2.60
$γ_{3}$	0.0694	0.89
$γ_{4}$	0.1761	2.12
$γ_{5}$	-0.2401	-2.57
$γ_{6}$	0.2157	2.47
$γ_{7}$	-0.2380	-3.30
$γ_{8}$	0.2979	3.67
$γ_{9}$	-0.2382	-2.28
$γ_{10}$	0.0208	0.11

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

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Volatility Forecasts

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