V-Lab: LX International Corp Zero Slope Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

LX International Corp Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, April 17th, 2024:35.33% (+1.23%)

Analysis last updated: Wednesday, April 17, 2024 at 10:25 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.7639	6.04
$α$	0.0977	9.42
$β$	0.8396	49.39
$γ_{1}$	-0.0270	-0.64
$γ_{2}$	0.1073	1.75
$γ_{3}$	-0.2229	-5.17
$γ_{4}$	0.2413	5.30
$γ_{5}$	-0.1325	-2.95
$γ_{6}$	0.0337	0.88
$γ_{7}$	0.0029	0.08
$γ_{8}$	0.0232	0.60
$γ_{9}$	-0.0458	-1.43

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

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Volatility Forecasts