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

V-Lab

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V-Lab

Daechang Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, May 3rd, 2024:55.59% (+2.67%)

Analysis last updated: Friday, May 3, 2024 at 10:35 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.7488	6.38
$α$	0.1069	8.34
$β$	0.8110	36.69
$γ_{1}$	-0.0266	-0.55
$γ_{2}$	0.1049	1.54
$γ_{3}$	-0.2143	-4.22
$γ_{4}$	0.1837	2.71
$γ_{5}$	0.0468	0.62
$γ_{6}$	-0.2162	-3.16
$γ_{7}$	0.1645	2.00
$γ_{8}$	-0.0133	-0.10
$γ_{9}$	-0.0648	-0.45
$γ_{10}$	0.0451	0.50

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

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