V-Lab: Il Dong Holdings Co Ltd Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Il Dong Holdings Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 2nd, 2024:38.56% (-0.06%)

Analysis last updated: Wednesday, May 1, 2024 at 10:18 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.8113	5.15
$α$	0.1179	8.02
$β$	0.8456	39.69
$γ_{1}$	-0.0548	-0.84
$γ_{2}$	0.2029	2.08
$γ_{3}$	-0.3631	-4.78
$γ_{4}$	0.3466	4.74
$γ_{5}$	-0.1898	-2.39
$γ_{6}$	0.0704	0.74
$γ_{7}$	0.0554	0.62
$γ_{8}$	-0.1952	-2.47
$γ_{9}$	0.2780	3.42
$γ_{10}$	-0.2261	-3.56

Estimation Period:
Jan 3, 1990 to Apr 30, 2024

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