V-Lab: Ilshin Spinning Co Ltd Zero Slope Spline-GARCH Volatility Analysis

V-Lab

| |

V-Lab

Ilshin Spinning Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, May 3rd, 2024:31.70% (+0.06%)

Analysis last updated: Friday, May 3, 2024 at 10:49 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.4111	2.41
$α$	0.1686	9.28
$β$	0.7569	33.67
$γ_{1}$	-0.1155	-1.07
$γ_{2}$	0.1672	1.17
$γ_{3}$	-0.1646	-2.50
$γ_{4}$	0.1983	3.40
$γ_{5}$	-0.1500	-2.89
$γ_{6}$	0.1873	3.53
$γ_{7}$	-0.2621	-4.61
$γ_{8}$	0.2608	4.76
$γ_{9}$	-0.1800	-4.01

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts