V-Lab: LX International Corp Zero Slope Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

LX International Corp Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 29th, 2024:34.79% (+0.30%)

Analysis last updated: Saturday, April 27, 2024 at 11:56 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.7657	6.04
$α$	0.0975	9.43
$β$	0.8403	49.83
$γ_{1}$	-0.0262	-0.62
$γ_{2}$	0.1057	1.72
$γ_{3}$	-0.2217	-5.15
$γ_{4}$	0.2411	5.31
$γ_{5}$	-0.1333	-2.96
$γ_{6}$	0.0344	0.90
$γ_{7}$	0.0034	0.10
$γ_{8}$	0.0210	0.54
$γ_{9}$	-0.0434	-1.37

Estimation Period:
Jan 3, 1990 to Apr 26, 2024

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Volatility Forecasts

Volatility Forecasts