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

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V-Lab

Woongjin Thinkbig Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 2nd, 2024:20.86% (-1.08%)

Analysis last updated: Friday, May 3, 2024 at 12:00 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.9119	8.17
$α$	0.1471	7.02
$β$	0.7118	16.67
$γ_{1}$	0.1524	2.73
$γ_{2}$	-0.2803	-3.30
$γ_{3}$	0.1079	1.71
$γ_{4}$	0.1023	1.59
$γ_{5}$	-0.1795	-2.54
$γ_{6}$	0.2020	2.84
$γ_{7}$	-0.1859	-2.92
$γ_{8}$	0.1990	3.15
$γ_{9}$	-0.2878	-4.18
$γ_{10}$	0.2614	4.01

Estimation Period:
Nov 7, 1994 to Apr 30, 2024

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