V-Lab: Daelim Trading Co Ltd Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Daelim Trading Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, April 18th, 2024:37.17% (-3.56%)

Analysis last updated: Thursday, April 18, 2024 at 10:50 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.8423	8.81
$α$	0.2140	4.68
$β$	0.6072	10.10
$γ_{1}$	-0.0182	-0.48
$γ_{2}$	0.0439	0.77
$γ_{3}$	-0.1031	-2.36
$γ_{4}$	0.1685	3.42
$γ_{5}$	-0.1886	-2.63
$γ_{6}$	0.0733	0.69
$γ_{7}$	0.1962	1.47
$γ_{8}$	-0.3152	-2.33
$γ_{9}$	0.2235	2.23
$γ_{10}$	-0.1136	-2.26

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

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