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 Monday, April 22nd, 2024:33.21% (-0.49%)

Analysis last updated: Sunday, April 21, 2024 at 12:24 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.8859	6.87
$α$	0.1266	8.54
$β$	0.8006	31.49
$γ_{1}$	0.0198	0.51
$γ_{2}$	-0.0006	-0.01
$γ_{3}$	-0.1376	-3.06
$γ_{4}$	0.2574	5.33
$γ_{5}$	-0.2205	-4.70
$γ_{6}$	0.0999	1.96
$γ_{7}$	-0.0210	-0.42
$γ_{8}$	0.0501	0.97
$γ_{9}$	-0.0851	-1.94

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

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Volatility Forecasts