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

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V-Lab

Youlchon Chemical Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, April 19th, 2024:46.15% (-0.70%)

Analysis last updated: Friday, April 19, 2024 at 11:56 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.8470	7.79
$α$	0.0875	6.89
$β$	0.8771	43.22
$γ_{1}$	-0.0038	-0.33
$γ_{2}$	-0.0115	-0.60
$γ_{3}$	0.0112	0.69
$γ_{4}$	0.0408	2.55
$γ_{5}$	-0.0597	-4.91

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

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