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 Thursday, April 18th, 2024:32.87% (-1.76%)

Analysis last updated: Thursday, April 18, 2024 at 10:38 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	3.3842	5.54
$α$	0.1730	8.14
$β$	0.6888	22.92
$γ_{1}$	0.0253	0.22
$γ_{2}$	-0.0825	-0.45
$γ_{3}$	0.2932	1.99
$γ_{4}$	-0.3288	-2.25
$γ_{5}$	0.1217	0.91
$γ_{6}$	-0.1518	-1.15
$γ_{7}$	0.1651	1.09
$γ_{8}$	0.2480	1.59
$γ_{9}$	-0.6872	-5.06
$γ_{10}$	0.5547	6.38

Estimation Period:
Aug 30, 1996 to Apr 12, 2024

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