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

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V-Lab

Miwon Commercial Co Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 9th, 2024:33.90% (-5.75%)

Analysis last updated: Thursday, May 9, 2024 at 11:15 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.8658	8.52
$α$	0.1684	5.20
$β$	0.7003	14.72
$γ_{1}$	-0.0449	-1.14
$γ_{2}$	0.1155	1.86
$γ_{3}$	-0.2220	-4.37
$γ_{4}$	0.2650	5.06
$γ_{5}$	-0.1429	-2.33
$γ_{6}$	0.0063	0.09
$γ_{7}$	0.0487	0.75
$γ_{8}$	-0.0438	-0.54
$γ_{9}$	0.0251	0.22
$γ_{10}$	-0.0579	-0.42

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

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