V-Lab: Iljin Diamond Co Ltd/Old Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Iljin Diamond Co Ltd/Old Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:23.76% (+1.10%)

Analysis last updated: Sunday, April 21, 2024 at 12:08 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.1786	3.47
$α$	0.1116	6.74
$β$	0.8437	42.36
$γ_{1}$	0.0370	0.41
$γ_{2}$	-0.1089	-0.86
$γ_{3}$	0.1492	1.83
$γ_{4}$	-0.0527	-0.61
$γ_{5}$	-0.1657	-1.77
$γ_{6}$	0.2330	3.54

Estimation Period:
Dec 22, 2004 to Apr 19, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts