V-Lab: STX Engine Co Ltd MF2-GARCH Volatility Analysis

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V-Lab

STX Engine Co Ltd MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:38.26% (-2.29%)

Analysis last updated: Sunday, April 21, 2024 at 12:11 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	61
$α$	0.1081	12.48
$β$	0.7454	39.64
$γ$	0.0681	4.65
$λ_{1}$	0.0598	0.96
$λ_{2}$	0.0198	1.68
$λ_{3}$	0.9772	61.67

Estimation Period:
May 10, 2004 to Apr 19, 2024

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