V-Lab: LS Networks Co Ltd Zero Slope Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

LS Networks Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 2nd, 2024:70.73% (-3.29%)

Analysis last updated: Wednesday, May 1, 2024 at 10:19 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.3122	7.02
$α$	0.1979	8.69
$β$	0.6886	22.83
$γ_{1}$	-0.1977	-4.02
$γ_{2}$	0.3177	4.51
$γ_{3}$	-0.2956	-6.00
$γ_{4}$	0.2736	4.69
$γ_{5}$	-0.1602	-2.36
$γ_{6}$	0.0804	1.15
$γ_{7}$	0.0603	0.65
$γ_{8}$	-0.0768	-0.68
$γ_{9}$	-0.0523	-0.66

Estimation Period:
Aug 24, 1990 to Apr 30, 2024

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Volatility Forecasts