V-Lab: Samyang Tongsang Co Ltd Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Samyang Tongsang Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 29th, 2024:17.50% (-1.40%)

Analysis last updated: Saturday, April 27, 2024 at 11:55 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.9155	6.60
$α$	0.1440	5.14
$β$	0.7880	22.79
$γ_{1}$	-0.0988	-1.96
$γ_{2}$	0.1894	2.59
$γ_{3}$	-0.1593	-3.22
$γ_{4}$	-0.0279	-0.48
$γ_{5}$	0.3014	4.47
$γ_{6}$	-0.3913	-5.60
$γ_{7}$	0.3322	4.61
$γ_{8}$	-0.2267	-2.44
$γ_{9}$	0.0769	0.68
$γ_{10}$	0.0321	0.41

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

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Volatility Forecasts