V-Lab: Gaon Cable Co Ltd Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Gaon Cable Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:104.71% (-7.61%)

Analysis last updated: Sunday, April 21, 2024 at 12:26 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.8276	5.75
$α$	0.1453	8.09
$β$	0.7556	28.77
$γ_{1}$	-0.0016	-0.04
$γ_{2}$	0.0366	0.64
$γ_{3}$	-0.1565	-3.81
$γ_{4}$	0.2045	4.25
$γ_{5}$	-0.1089	-2.02
$γ_{6}$	0.0545	1.19
$γ_{7}$	-0.0564	-1.44
$γ_{8}$	0.1070	2.81
$γ_{9}$	-0.1406	-4.62

Estimation Period:
Jan 3, 1990 to Apr 19, 2024

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Volatility Forecasts