V-Lab: Miwon Commercial Co Ltd Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Miwon Commercial Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, April 30th, 2024:23.24% (+3.42%)

Analysis last updated: Tuesday, April 30, 2024 at 09:51 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.9416	9.08
$α$	0.1695	5.38
$β$	0.7015	15.58
$γ_{1}$	-0.0037	-0.09
$γ_{2}$	0.0504	0.81
$γ_{3}$	-0.1804	-3.51
$γ_{4}$	0.2361	4.45
$γ_{5}$	-0.1278	-2.06
$γ_{6}$	0.0044	0.06
$γ_{7}$	0.0405	0.63
$γ_{8}$	-0.0258	-0.34
$γ_{9}$	-0.0153	-0.16
$γ_{10}$	0.0533	0.75

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

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