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

V-Lab

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V-Lab

LS Networks Co Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 2nd, 2024:76.44% (-2.87%)

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
$ω$	0.2938	4.98
$α$	0.1963	8.94
$β$	0.7109	25.09
$γ_{1}$	-0.2695	-3.40
$γ_{2}$	0.4083	3.57
$γ_{3}$	-0.2708	-3.23
$γ_{4}$	0.1158	1.29
$γ_{5}$	0.0705	0.76
$γ_{6}$	-0.1015	-1.11
$γ_{7}$	0.0361	0.39
$γ_{8}$	0.1900	1.77
$γ_{9}$	-0.3102	-2.21
$γ_{10}$	0.2183	1.22

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

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