V-Lab: Moorim P&P Co Ltd Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Moorim P&P Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, May 3rd, 2024:18.07% (-0.22%)

Analysis last updated: Friday, May 3, 2024 at 10:40 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.6478	6.18
$α$	0.1449	9.59
$β$	0.7514	30.71
$γ_{1}$	-0.0811	-1.89
$γ_{2}$	0.1887	2.96
$γ_{3}$	-0.2690	-4.97
$γ_{4}$	0.2429	4.24
$γ_{5}$	-0.0902	-1.51
$γ_{6}$	-0.0535	-0.96
$γ_{7}$	0.1878	3.74
$γ_{8}$	-0.2270	-4.47
$γ_{9}$	0.1412	3.73

Estimation Period:
Jan 3, 1990 to Apr 30, 2024

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Volatility Forecasts