V-Lab: Ilshin Spinning Co Ltd Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Ilshin Spinning Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:31.39% (-0.60%)

Analysis last updated: Sunday, April 21, 2024 at 12:23 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.4132	2.47
$α$	0.1690	9.28
$β$	0.7548	33.25
$γ_{1}$	-0.1138	-1.07
$γ_{2}$	0.1657	1.18
$γ_{3}$	-0.1652	-2.53
$γ_{4}$	0.1987	3.44
$γ_{5}$	-0.1498	-2.90
$γ_{6}$	0.1867	3.54
$γ_{7}$	-0.2613	-4.61
$γ_{8}$	0.2604	4.77
$γ_{9}$	-0.1800	-4.02

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

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