V-Lab: LG Corp Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

LG Corp Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, April 17th, 2024:29.57% (-1.18%)

Analysis last updated: Wednesday, April 17, 2024 at 10:24 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.6750	5.94
$α$	0.0812	9.04
$β$	0.8820	70.06
$γ_{1}$	-0.0364	-0.64
$γ_{2}$	0.0723	0.83
$γ_{3}$	-0.0180	-0.25
$γ_{4}$	-0.1895	-2.36
$γ_{5}$	0.3459	4.78
$γ_{6}$	-0.2866	-4.42
$γ_{7}$	0.1790	2.77
$γ_{8}$	-0.0743	-1.12
$γ_{9}$	0.0119	0.21
$γ_{10}$	-0.0112	-0.29

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

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Volatility Forecasts

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