V-Lab: Kangnam Jevisco Co Ltd Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Kangnam Jevisco Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 2nd, 2024:44.12% (-4.61%)

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
$ω$	0.8329	6.79
$α$	0.1491	8.43
$β$	0.7495	27.83
$γ_{1}$	0.0292	0.83
$γ_{2}$	-0.0540	-1.02
$γ_{3}$	-0.0215	-0.52
$γ_{4}$	0.1008	2.33
$γ_{5}$	-0.1143	-2.98
$γ_{6}$	0.1452	4.14
$γ_{7}$	-0.1798	-4.71
$γ_{8}$	0.1819	4.78
$γ_{9}$	-0.1227	-4.61

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

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