V-Lab: Union Corp/Korea Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Union Corp/Korea Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 29th, 2024:47.70% (-0.88%)

Analysis last updated: Saturday, April 27, 2024 at 11:58 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.7814	3.47
$α$	0.1774	8.36
$β$	0.7883	34.52
$γ_{1}$	-0.1234	-1.30
$γ_{2}$	0.1505	1.11
$γ_{3}$	0.0524	0.59
$γ_{4}$	-0.1122	-1.36
$γ_{5}$	-0.0522	-0.64
$γ_{6}$	0.1446	1.98
$γ_{7}$	0.0919	1.02
$γ_{8}$	-0.3350	-2.59
$γ_{9}$	0.2316	2.05

Estimation Period:
Jul 3, 1996 to Apr 26, 2024

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