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

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V-Lab

STX Engine Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 2nd, 2024:34.02% (-3.78%)

Analysis last updated: Thursday, May 2, 2024 at 11:59 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.2034	6.31
$α$	0.1393	5.52
$β$	0.7376	14.05
$γ_{1}$	-0.0667	-0.33
$γ_{2}$	0.3951	1.27
$γ_{3}$	-0.7356	-3.63
$γ_{4}$	0.6205	3.18
$γ_{5}$	-0.1006	-0.47
$γ_{6}$	-0.2132	-0.68
$γ_{7}$	-0.2902	-0.72
$γ_{8}$	1.1283	3.31
$γ_{9}$	-1.4381	-6.01
$γ_{10}$	1.0153	6.22

Estimation Period:
May 10, 2004 to Apr 30, 2024

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