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 Monday, April 22nd, 2024:43.36% (+0.65%)

Analysis last updated: Sunday, April 21, 2024 at 12:11 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.5117	6.50
$α$	0.0810	5.46
$β$	0.7253	12.78
$γ_{1}$	-0.0106	-0.12
$γ_{2}$	0.1356	1.13
$γ_{3}$	-0.2441	-3.72
$γ_{4}$	0.1686	2.96
$γ_{5}$	0.0012	0.02
$γ_{6}$	-0.1344	-2.12
$γ_{7}$	0.1075	1.48
$γ_{8}$	0.0454	0.60
$γ_{9}$	-0.1244	-1.99

Estimation Period:
Apr 25, 2001 to Apr 19, 2024

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Volatility Forecasts