V-Lab: SNT Dynamics Co Ltd Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

SNT Dynamics Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 2nd, 2024:48.34% (+5.30%)

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
$ω$	0.7273	5.00
$α$	0.1391	9.03
$β$	0.7866	35.43
$γ_{1}$	-0.0277	-0.57
$γ_{2}$	0.1114	1.66
$γ_{3}$	-0.2198	-5.44
$γ_{4}$	0.1987	4.53
$γ_{5}$	-0.0770	-1.65
$γ_{6}$	0.0246	0.55
$γ_{7}$	-0.0426	-0.91
$γ_{8}$	0.1102	2.58
$γ_{9}$	-0.1196	-4.10

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

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