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

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V-Lab

STX Engine Co Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:36.85% (-2.82%)

Analysis last updated: Sunday, April 21, 2024 at 12:09 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.1573	6.16
$α$	0.1351	5.52
$β$	0.7466	14.64
$γ_{1}$	-0.1343	-0.66
$γ_{2}$	0.4948	1.59
$γ_{3}$	-0.7835	-3.84
$γ_{4}$	0.6442	3.26
$γ_{5}$	-0.1100	-0.51
$γ_{6}$	-0.2140	-0.68
$γ_{7}$	-0.2870	-0.71
$γ_{8}$	1.1326	3.30
$γ_{9}$	-1.4564	-5.44
$γ_{10}$	1.0432	2.52

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

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