V-Lab: Aekyung Chemical Co Ltd Spline-GARCH Volatility Analysis

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V-Lab

Aekyung Chemical Co Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, April 19th, 2024:40.51% (+7.42%)

Analysis last updated: Friday, April 19, 2024 at 11:47 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.8776	2.26
$α$	0.0981	3.40
$β$	0.8041	13.79
$γ_{1}$	-0.0364	-0.02
$γ_{2}$	0.2620	0.13
$γ_{3}$	0.1731	0.18
$γ_{4}$	-0.9902	-1.31
$γ_{5}$	0.5678	0.74
$γ_{6}$	0.0892	0.12
$γ_{7}$	0.6193	0.77
$γ_{8}$	-2.0563	-2.47
$γ_{9}$	3.2860	3.77
$γ_{10}$	-4.8056	-3.56

Estimation Period:
Sep 17, 2012 to Apr 12, 2024

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