V-Lab
Nong Shim Holdings Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, May 10th, 2024:12.61% (-0.33%)
Analysis last updated: Saturday, May 11, 2024 at 03:44 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.0447 | 4.95 | |
| 0.1679 | 8.38 | |
| 0.7230 | 27.78 | |
| 0.1115 | 2.10 | |
| -0.1643 | -2.01 | |
| 0.1779 | 2.94 | |
| -0.2438 | -4.79 | |
| 0.1125 | 2.11 | |
| 0.0967 | 1.31 |
Estimation Period:
Jul 30, 2003 to May 3, 2024
Jul 30, 2003 to May 3, 2024
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