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

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V-Lab

Samick THK Co Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 16th, 2024:54.87% (-4.35%)

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
$ω$	0.7227	6.24
$α$	0.1206	7.60
$β$	0.7932	31.72
$γ_{1}$	-0.0414	-1.09
$γ_{2}$	0.0776	1.41
$γ_{3}$	-0.1092	-2.72
$γ_{4}$	0.0868	1.93
$γ_{5}$	0.0446	0.86
$γ_{6}$	-0.1413	-2.44
$γ_{7}$	0.2011	3.78
$γ_{8}$	-0.2601	-5.95
$γ_{9}$	0.3073	4.24

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

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Volatility Forecasts

Volatility Forecasts