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 Monday, April 22nd, 2024:29.54% (-0.57%)

Analysis last updated: Sunday, April 21, 2024 at 12:14 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.5932	2.15
$α$	0.0619	6.46
$β$	0.8525	38.52
$γ_{1}$	0.0552	0.50
$γ_{2}$	0.0615	0.45
$γ_{3}$	-0.2705	-5.47
$γ_{4}$	0.2415	5.99
$γ_{5}$	-0.1078	-2.90
$γ_{6}$	0.0018	0.05
$γ_{7}$	-0.0080	-0.18
$γ_{8}$	0.0790	1.67
$γ_{9}$	-0.0505	-1.15
$γ_{10}$	-0.0144	-0.45

Estimation Period:
Jul 30, 1990 to Apr 19, 2024

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