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

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V-Lab

Taekyung Chemical Co Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 2nd, 2024:19.94% (-1.67%)

Analysis last updated: Wednesday, May 1, 2024 at 10:05 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	3.4999	5.81
$α$	0.1698	8.18
$β$	0.6894	22.72
$γ_{1}$	0.0607	0.56
$γ_{2}$	-0.1392	-0.79
$γ_{3}$	0.3337	2.33
$γ_{4}$	-0.3663	-2.56
$γ_{5}$	0.1549	1.18
$γ_{6}$	-0.1810	-1.40
$γ_{7}$	0.2027	1.35
$γ_{8}$	0.1848	1.16
$γ_{9}$	-0.5679	-3.61
$γ_{10}$	0.2688	1.31

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

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