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

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V-Lab

Woongjin Thinkbig Co Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:23.21% (-0.23%)

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
$ω$	0.9171	8.22
$α$	0.1483	6.99
$β$	0.7047	16.22
$γ_{1}$	0.1657	3.00
$γ_{2}$	-0.3022	-3.61
$γ_{3}$	0.1187	1.91
$γ_{4}$	0.1046	1.65
$γ_{5}$	-0.1921	-2.77
$γ_{6}$	0.2182	3.14
$γ_{7}$	-0.2005	-3.28
$γ_{8}$	0.2103	3.51
$γ_{9}$	-0.2963	-3.57
$γ_{10}$	0.2679	1.90

Estimation Period:
Nov 7, 1994 to Apr 19, 2024

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