V-Lab: Dae Won Kang Up Co Ltd Spline-GARCH Volatility Analysis

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V-Lab

Dae Won Kang Up Co Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, May 10th, 2024:55.08% (-0.46%)

Analysis last updated: Saturday, May 11, 2024 at 03:57 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.8661	7.26
$α$	0.1193	7.06
$β$	0.7654	24.30
$γ_{1}$	-0.0730	-1.87
$γ_{2}$	0.2032	3.34
$γ_{3}$	-0.2725	-5.68
$γ_{4}$	0.1555	3.33
$γ_{5}$	0.0537	1.19
$γ_{6}$	-0.1078	-1.97
$γ_{7}$	0.0009	0.01
$γ_{8}$	0.1347	2.07
$γ_{9}$	-0.1690	-2.28
$γ_{10}$	0.2505	2.82

Estimation Period:
Jan 3, 1990 to May 3, 2024

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Volatility Forecasts