V-Lab: SK Securities Co Ltd Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

SK Securities Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 29th, 2024:17.00% (-0.13%)

Analysis last updated: Saturday, April 27, 2024 at 11:56 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.9134	6.84
$α$	0.1619	7.09
$β$	0.7644	23.83
$γ_{1}$	-0.0021	-0.04
$γ_{2}$	0.1085	1.39
$γ_{3}$	-0.2313	-3.94
$γ_{4}$	0.1456	2.54
$γ_{5}$	0.0153	0.25
$γ_{6}$	-0.1162	-1.64
$γ_{7}$	0.1518	1.89
$γ_{8}$	-0.0563	-0.54
$γ_{9}$	-0.0892	-0.75
$γ_{10}$	0.1208	1.50

Estimation Period:
Jan 3, 1990 to Apr 26, 2024

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