V-Lab: LG H&H Co Ltd Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

LG H&H Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, April 17th, 2024:42.63% (-1.42%)

Analysis last updated: Wednesday, April 17, 2024 at 10:03 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.4829	6.31
$α$	0.0798	5.46
$β$	0.7327	13.24
$γ_{1}$	-0.0191	-0.22
$γ_{2}$	0.1465	1.20
$γ_{3}$	-0.2471	-3.72
$γ_{4}$	0.1689	2.95
$γ_{5}$	0.0025	0.04
$γ_{6}$	-0.1354	-2.11
$γ_{7}$	0.1063	1.44
$γ_{8}$	0.0482	0.63
$γ_{9}$	-0.1261	-2.00

Estimation Period:
Apr 25, 2001 to Apr 12, 2024

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Volatility Forecasts