V-Lab: SG Global Co Ltd Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

SG Global Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 2nd, 2024:38.34% (-1.71%)

Analysis last updated: Wednesday, May 1, 2024 at 10:14 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.5508	4.36
$α$	0.1747	8.58
$β$	0.7245	22.74
$γ_{1}$	-0.0649	-0.82
$γ_{2}$	0.1410	1.27
$γ_{3}$	-0.1099	-1.60
$γ_{4}$	0.0016	0.03
$γ_{5}$	0.0565	0.73
$γ_{6}$	-0.1031	-0.83
$γ_{7}$	0.1899	1.36
$γ_{8}$	-0.1725	-1.38
$γ_{9}$	0.0524	0.42
$γ_{10}$	0.0324	0.37

Estimation Period:
Jan 3, 1990 to Apr 30, 2024

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