V-Lab: Chonbang Co Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Chonbang Co Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 2nd, 2024:29.71% (-0.58%)

Analysis last updated: Friday, May 3, 2024 at 12:11 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.7404	7.57
$α$	0.1769	7.84
$β$	0.7467	23.45
$γ_{1}$	0.0040	0.54
$γ_{2}$	-0.0208	-1.72
$γ_{3}$	0.0269	2.71
$γ_{4}$	-0.0116	-1.50

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

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