V-Lab: ISU Chemical Co Ltd Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

ISU Chemical Co Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 29th, 2024:43.47% (-0.50%)

Analysis last updated: Saturday, April 27, 2024 at 11:50 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.7692	5.49
$α$	0.0600	5.40
$β$	0.9185	59.78
$γ_{1}$	-0.0013	-0.03
$γ_{2}$	0.0248	0.43
$γ_{3}$	-0.1128	-2.58
$γ_{4}$	0.1924	4.32
$γ_{5}$	-0.1709	-3.55
$γ_{6}$	0.0715	1.40
$γ_{7}$	0.0889	2.00
$γ_{8}$	-0.2184	-2.81

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

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