V-Lab: Taekyung Chemical Co Ltd Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Taekyung Chemical Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, April 30th, 2024:25.73% (-1.76%)

Analysis last updated: Tuesday, April 30, 2024 at 09:38 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	3.1544	5.23
$α$	0.1679	8.02
$β$	0.6857	21.79
$γ_{1}$	0.0059	0.05
$γ_{2}$	-0.0617	-0.34
$γ_{3}$	0.2943	2.08
$γ_{4}$	-0.3355	-2.38
$γ_{5}$	0.1277	0.98
$γ_{6}$	-0.1538	-1.20
$γ_{7}$	0.1704	1.15
$γ_{8}$	0.2346	1.51
$γ_{9}$	-0.6720	-4.95
$γ_{10}$	0.5456	6.33

Estimation Period:
Aug 30, 1996 to Apr 26, 2024

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