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

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V-Lab

Il Dong Holdings Co Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, April 30th, 2024:25.17% (+0.37%)

Analysis last updated: Tuesday, April 30, 2024 at 09:57 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.7115	5.34
$α$	0.1231	8.17
$β$	0.8244	35.81
$γ_{1}$	-0.0982	-1.66
$γ_{2}$	0.2709	3.09
$γ_{3}$	-0.4065	-6.10
$γ_{4}$	0.3751	5.76
$γ_{5}$	-0.1965	-2.74
$γ_{6}$	0.0560	0.66
$γ_{7}$	0.0886	1.10
$γ_{8}$	-0.2657	-3.53
$γ_{9}$	0.4453	4.76
$γ_{10}$	-0.6288	-4.74

Estimation Period:
Jan 3, 1990 to Apr 26, 2024

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