V-Lab: Iljin Holdings Co Ltd Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Iljin Holdings Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, April 18th, 2024:36.53% (-1.42%)

Analysis last updated: Thursday, April 18, 2024 at 10:31 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.8312	4.31
$α$	0.1238	5.97
$β$	0.8140	33.00
$γ_{1}$	0.0217	1.39
$γ_{2}$	-0.0467	-2.10
$γ_{3}$	0.0302	1.91
$γ_{4}$	0.0006	0.04
$γ_{5}$	-0.0075	-0.55

Estimation Period:
Mar 22, 1990 to Apr 12, 2024

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