V-Lab: Korea Zinc Co Ltd Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Korea Zinc Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, April 19th, 2024:29.76% (-0.27%)

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
$ω$	1.6103	2.18
$α$	0.0619	6.47
$β$	0.8529	38.69
$γ_{1}$	0.0557	0.51
$γ_{2}$	0.0624	0.46
$γ_{3}$	-0.2729	-5.53
$γ_{4}$	0.2416	5.98
$γ_{5}$	-0.1049	-2.80
$γ_{6}$	-0.0022	-0.06
$γ_{7}$	-0.0051	-0.12
$γ_{8}$	0.0771	1.63
$γ_{9}$	-0.0488	-1.11
$γ_{10}$	-0.0154	-0.48

Estimation Period:
Jul 30, 1990 to Apr 12, 2024

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