V-Lab: CJ Seafood Corp Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

CJ Seafood Corp Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 2nd, 2024:20.84% (-0.84%)

Analysis last updated: Wednesday, May 1, 2024 at 10:01 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.9269	5.37
$α$	0.1596	11.25
$β$	0.8087	53.14
$γ_{1}$	0.0370	0.56
$γ_{2}$	0.0951	0.91
$γ_{3}$	-0.3283	-4.51
$γ_{4}$	0.2803	3.83
$γ_{5}$	-0.1153	-1.35
$γ_{6}$	0.0436	0.51
$γ_{7}$	-0.0844	-0.86
$γ_{8}$	0.2642	1.64
$γ_{9}$	-0.3666	-1.76
$γ_{10}$	0.2358	1.55

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

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