V-Lab: SUN&L Co Ltd Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

SUN&L Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 2nd, 2024:36.22% (+2.23%)

Analysis last updated: Wednesday, May 1, 2024 at 10:11 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.5239	5.57
$α$	0.1216	7.20
$β$	0.8047	32.39
$γ_{1}$	-0.1277	-2.42
$γ_{2}$	0.2307	3.11
$γ_{3}$	-0.2664	-5.34
$γ_{4}$	0.2620	4.78
$γ_{5}$	-0.1157	-1.77
$γ_{6}$	0.0056	0.09
$γ_{7}$	0.0487	0.74
$γ_{8}$	-0.0962	-1.12
$γ_{9}$	0.1294	1.26
$γ_{10}$	-0.1055	-1.20

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

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