V-Lab: TS Corp/Korea Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

TS Corp/Korea Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, April 18th, 2024:32.70% (-0.23%)

Analysis last updated: Thursday, April 18, 2024 at 10:43 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.8833	6.87
$α$	0.1267	8.55
$β$	0.8001	31.43
$γ_{1}$	0.0190	0.49
$γ_{2}$	0.0008	0.01
$γ_{3}$	-0.1389	-3.10
$γ_{4}$	0.2587	5.38
$γ_{5}$	-0.2215	-4.72
$γ_{6}$	0.1012	1.98
$γ_{7}$	-0.0239	-0.47
$γ_{8}$	0.0544	1.05
$γ_{9}$	-0.0883	-2.01

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

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Volatility Forecasts