V-Lab: Taewon Mulsan Co Ltd Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Taewon Mulsan Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:37.42% (-4.07%)

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

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.6422	6.02
$α$	0.1602	8.59
$β$	0.7507	32.60
$γ_{1}$	0.0431	1.15
$γ_{2}$	-0.0659	-1.20
$γ_{3}$	-0.0300	-0.83
$γ_{4}$	0.1137	3.03
$γ_{5}$	-0.1268	-3.49
$γ_{6}$	0.1684	5.12
$γ_{7}$	-0.2101	-5.00
$γ_{8}$	0.1570	4.29

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

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Volatility Forecasts

Volatility Forecasts