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 Friday, April 19th, 2024:113.16% (-6.23%)

Analysis last updated: Saturday, April 20, 2024 at 12:07 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.8314	5.76
$α$	0.1444	8.07
$β$	0.7577	29.06
$γ_{1}$	-0.0009	-0.02
$γ_{2}$	0.0360	0.63
$γ_{3}$	-0.1569	-3.83
$γ_{4}$	0.2048	4.26
$γ_{5}$	-0.1089	-2.03
$γ_{6}$	0.0546	1.19
$γ_{7}$	-0.0568	-1.46
$γ_{8}$	0.1075	2.82
$γ_{9}$	-0.1411	-4.63

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

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Volatility Forecasts