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

V-Lab

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V-Lab

STX Engine Co Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, May 8th, 2024:31.94% (+1.41%)

Analysis last updated: Thursday, May 9, 2024 at 12:32 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.1599	6.13
$α$	0.1393	5.51
$β$	0.7402	14.26
$γ_{1}$	-0.1327	-0.66
$γ_{2}$	0.4888	1.58
$γ_{3}$	-0.7752	-3.81
$γ_{4}$	0.6401	3.25
$γ_{5}$	-0.1102	-0.51
$γ_{6}$	-0.2205	-0.71
$γ_{7}$	-0.2683	-0.66
$γ_{8}$	1.1168	3.20
$γ_{9}$	-1.4679	-5.39
$γ_{10}$	1.1149	2.66

Estimation Period:
May 10, 2004 to May 3, 2024

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Volatility Forecasts

Volatility Forecasts