V-Lab: LG Chem Ltd Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

LG Chem Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, April 19th, 2024:36.28% (-0.55%)

Analysis last updated: Friday, April 19, 2024 at 11:51 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.2671	4.03
$α$	0.0531	5.30
$β$	0.9108	57.99
$γ_{1}$	-0.2388	-2.47
$γ_{2}$	0.5519	3.51
$γ_{3}$	-0.5841	-3.98
$γ_{4}$	0.3993	3.05
$γ_{5}$	-0.1497	-1.44
$γ_{6}$	0.0427	0.51
$γ_{7}$	-0.0273	-0.38
$γ_{8}$	-0.0053	-0.10

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

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Volatility Forecasts