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

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V-Lab

Woongjin Thinkbig Co Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, May 10th, 2024:21.28% (+0.56%)

Analysis last updated: Saturday, May 11, 2024 at 03:44 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.9158	8.23
$α$	0.1499	7.01
$β$	0.7005	15.97
$γ_{1}$	0.1650	3.00
$γ_{2}$	-0.3018	-3.63
$γ_{3}$	0.1202	1.95
$γ_{4}$	0.1024	1.63
$γ_{5}$	-0.1904	-2.76
$γ_{6}$	0.2171	3.13
$γ_{7}$	-0.1994	-3.25
$γ_{8}$	0.2087	3.48
$γ_{9}$	-0.2960	-3.68
$γ_{10}$	0.2733	1.98

Estimation Period:
Nov 7, 1994 to May 3, 2024

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Volatility Forecasts

Volatility Forecasts