V-Lab: Choheung Corp Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Choheung Corp Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 2nd, 2024:16.00% (-0.75%)

Analysis last updated: Thursday, May 2, 2024 at 11:51 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.5412	2.84
$α$	0.1635	9.79
$β$	0.7678	33.48
$γ_{1}$	0.1318	1.10
$γ_{2}$	-0.1678	-1.03
$γ_{3}$	-0.0218	-0.22
$γ_{4}$	0.0890	0.94
$γ_{5}$	-0.0138	-0.16
$γ_{6}$	-0.1291	-1.55
$γ_{7}$	0.2728	3.03
$γ_{8}$	-0.3171	-2.88
$γ_{9}$	0.2320	2.22
$γ_{10}$	-0.0711	-1.16

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

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Volatility Forecasts

Volatility Forecasts