V-Lab: Pusan Cast Iron Co Ltd Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Pusan Cast Iron Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:0.00% (0.00%)

Analysis last updated: Sunday, April 21, 2024 at 12:20 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.6315	6314780.00
$α$	0.6176	6176040.00
$β$	0.3824	3823960.00
$γ_{1}$	0.0439	438910.00
$γ_{2}$	-0.1556	-1555550.00
$γ_{3}$	0.2049	2048540.00
$γ_{4}$	-0.2223	-2222780.00
$γ_{5}$	0.3166	3166330.00
$γ_{6}$	-0.4150	-4149520.00
$γ_{7}$	0.3495	3495450.00

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

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Volatility Forecasts

Volatility Forecasts