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

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V-Lab

SNT Dynamics Co Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 16th, 2024:35.60% (-1.48%)

Analysis last updated: Thursday, May 16, 2024 at 11:28 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.6959	4.72
$α$	0.1389	8.91
$β$	0.7852	35.06
$γ_{1}$	-0.0486	-0.97
$γ_{2}$	0.1455	2.14
$γ_{3}$	-0.2449	-6.18
$γ_{4}$	0.2211	5.12
$γ_{5}$	-0.0960	-2.09
$γ_{6}$	0.0378	0.86
$γ_{7}$	-0.0479	-1.01
$γ_{8}$	0.1055	2.17
$γ_{9}$	-0.0990	-1.34

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

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Volatility Forecasts

Volatility Forecasts