V-Lab: Il Dong Holdings Co Ltd Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Il Dong Holdings Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, April 17th, 2024:45.69% (+2.61%)

Analysis last updated: Wednesday, April 17, 2024 at 10:26 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.8015	5.27
$α$	0.1208	8.40
$β$	0.8396	40.68
$γ_{1}$	-0.0573	-0.90
$γ_{2}$	0.2062	2.16
$γ_{3}$	-0.3639	-4.89
$γ_{4}$	0.3447	4.80
$γ_{5}$	-0.1837	-2.33
$γ_{6}$	0.0612	0.65
$γ_{7}$	0.0655	0.75
$γ_{8}$	-0.2062	-2.67
$γ_{9}$	0.2934	3.68
$γ_{10}$	-0.2417	-3.82

Estimation Period:
Jan 3, 1990 to Apr 12, 2024

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