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

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V-Lab

STX Engine Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:36.94% (-2.91%)

Analysis last updated: Sunday, April 21, 2024 at 12:10 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.2501	6.54
$α$	0.1377	5.55
$β$	0.7419	14.40
$γ_{1}$	-0.0316	-0.16
$γ_{2}$	0.3433	1.10
$γ_{3}$	-0.7032	-3.45
$γ_{4}$	0.5914	3.00
$γ_{5}$	-0.0763	-0.35
$γ_{6}$	-0.2331	-0.74
$γ_{7}$	-0.2747	-0.68
$γ_{8}$	1.1214	3.27
$γ_{9}$	-1.4458	-6.04
$γ_{10}$	1.0340	6.28

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

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