V-Lab: Shinwon Corp MF2-GARCH Volatility Analysis

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V-Lab

Shinwon Corp MF2-GARCH Volatility Analysis

Volatility Prediction for Friday, May 10th, 2024:18.44% (+0.18%)

Analysis last updated: Saturday, May 11, 2024 at 03:51 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	46
$α$	0.1563	20.98
$β$	0.7164	68.58
$γ$	-0.0188	-1.80
$λ_{1}$	0.0428	2.89
$λ_{2}$	0.0470	5.05
$λ_{3}$	0.9513	93.60

Estimation Period:
Nov 24, 1992 to May 3, 2024

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Volatility Forecasts