V-Lab: Korea Industrial Co Ltd Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Korea Industrial Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:33.61% (-0.59%)

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
$ω$	0.6631	4.37
$α$	0.1135	7.91
$β$	0.8402	37.54
$γ_{1}$	-0.0462	-0.71
$γ_{2}$	0.1452	1.53
$γ_{3}$	-0.2381	-3.38
$γ_{4}$	0.1912	2.64
$γ_{5}$	-0.0835	-1.14
$γ_{6}$	0.0659	0.74
$γ_{7}$	-0.0359	-0.32
$γ_{8}$	0.0551	0.46
$γ_{9}$	-0.1547	-1.44
$γ_{10}$	0.1469	1.95

Estimation Period:
Jan 14, 1991 to Apr 19, 2024

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