V-Lab: ISU Chemical Co Ltd Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

ISU Chemical Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:56.38% (-0.09%)

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
$ω$	0.7655	5.60
$α$	0.0631	5.85
$β$	0.9129	60.08
$γ_{1}$	0.0029	0.08
$γ_{2}$	0.0160	0.28
$γ_{3}$	-0.1039	-2.45
$γ_{4}$	0.1864	4.31
$γ_{5}$	-0.1720	-3.59
$γ_{6}$	0.0862	1.55
$γ_{7}$	0.0468	0.80
$γ_{8}$	-0.1135	-2.63

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

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