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

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V-Lab

Taekyung Chemical Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:28.49% (-2.88%)

Analysis last updated: Sunday, April 21, 2024 at 12:19 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	3.1650	5.23
$α$	0.1723	8.18
$β$	0.6797	21.28
$γ_{1}$	0.0016	0.01
$γ_{2}$	-0.0543	-0.30
$γ_{3}$	0.2893	2.03
$γ_{4}$	-0.3320	-2.35
$γ_{5}$	0.1238	0.95
$γ_{6}$	-0.1509	-1.18
$γ_{7}$	0.1705	1.15
$γ_{8}$	0.2332	1.51
$γ_{9}$	-0.6731	-4.98
$γ_{10}$	0.5495	6.36

Estimation Period:
Aug 30, 1996 to Apr 19, 2024

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