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

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V-Lab

Ilshin Spinning Co Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 2nd, 2024:24.16% (-1.25%)

Analysis last updated: Thursday, May 2, 2024 at 11:51 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.3912	2.41
$α$	0.1683	9.22
$β$	0.7515	32.41
$γ_{1}$	-0.1356	-1.30
$γ_{2}$	0.2003	1.45
$γ_{3}$	-0.1882	-2.98
$γ_{4}$	0.2183	3.89
$γ_{5}$	-0.1687	-3.33
$γ_{6}$	0.2086	4.02
$γ_{7}$	-0.2941	-5.25
$γ_{8}$	0.3203	5.75
$γ_{9}$	-0.3221	-5.18

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

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