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

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V-Lab

Korea Line Corp Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 2nd, 2024:35.42% (-1.34%)

Analysis last updated: Thursday, May 2, 2024 at 11:53 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.7930	7.75
$α$	0.1113	7.48
$β$	0.8176	40.85
$γ_{1}$	0.1311	3.49
$γ_{2}$	-0.2242	-3.82
$γ_{3}$	0.1071	2.58
$γ_{4}$	0.0173	0.44
$γ_{5}$	-0.0781	-2.10
$γ_{6}$	0.0722	1.89
$γ_{7}$	-0.0336	-0.80
$γ_{8}$	0.0152	0.53

Estimation Period:
Apr 23, 1992 to Apr 30, 2024

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Volatility Forecasts

Volatility Forecasts