V-Lab: Pang Rim Co Ltd Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Pang Rim Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 2nd, 2024:46.85% (-0.51%)

Analysis last updated: Thursday, May 2, 2024 at 11:52 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.8724	6.89
$α$	0.1711	6.94
$β$	0.7610	22.04
$γ_{1}$	-0.0029	-0.08
$γ_{2}$	0.0478	0.86
$γ_{3}$	-0.1328	-3.02
$γ_{4}$	0.1333	2.89
$γ_{5}$	-0.0880	-1.85
$γ_{6}$	0.0778	1.53
$γ_{7}$	-0.0504	-0.95
$γ_{8}$	0.1105	1.91
$γ_{9}$	-0.1729	-3.29

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

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