V-Lab: Samick THK Co Ltd MF2-GARCH Volatility Analysis

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V-Lab

Samick THK Co Ltd MF2-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 16th, 2024:53.07% (-5.85%)

Analysis last updated: Thursday, May 16, 2024 at 11:30 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	21
$α$	0.1503	27.87
$β$	0.7056	61.48
$γ$	-0.0165	-1.94
$λ_{1}$	0.0265	2.08
$λ_{2}$	0.0181	3.97
$λ_{3}$	0.9792	169.47

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

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