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

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V-Lab

SUN&L Co Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, May 10th, 2024:44.29% (-0.40%)

Analysis last updated: Saturday, May 11, 2024 at 03:54 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.5008	5.25
$α$	0.1197	7.92
$β$	0.8109	38.49
$γ_{1}$	-0.1624	-3.00
$γ_{2}$	0.2898	3.83
$γ_{3}$	-0.3113	-6.18
$γ_{4}$	0.2984	5.36
$γ_{5}$	-0.1440	-2.18
$γ_{6}$	0.0290	0.45
$γ_{7}$	0.0214	0.32
$γ_{8}$	-0.0483	-0.53
$γ_{9}$	0.0301	0.26
$γ_{10}$	0.1276	0.70

Estimation Period:
Jan 3, 1990 to May 3, 2024

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