V-Lab: SNT Dynamics Co Ltd MF2-GARCH Volatility Analysis

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V-Lab

SNT Dynamics Co Ltd MF2-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 16th, 2024:33.56% (-1.48%)

Analysis last updated: Thursday, May 16, 2024 at 11:29 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	126
$α$	0.0875	27.93
$β$	0.8918	277.39
$γ$	0.0301	7.01
$λ_{1}$	5.0707	1.55
$λ_{2}$	0.0000	0.00
$λ_{3}$	0.7737	4.63

Estimation Period:
Jan 3, 1990 to May 14, 2024

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