V-Lab: Korea Zinc Co Ltd Spline-GARCH Volatility Analysis

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V-Lab

Korea Zinc Co Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:24.27% (-0.68%)

Analysis last updated: Sunday, April 21, 2024 at 12:14 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.6015	2.20
$α$	0.0617	6.45
$β$	0.8526	38.40
$γ_{1}$	0.0453	0.42
$γ_{2}$	0.0833	0.62
$γ_{3}$	-0.2949	-6.04
$γ_{4}$	0.2635	6.59
$γ_{5}$	-0.1222	-3.28
$γ_{6}$	0.0071	0.19
$γ_{7}$	-0.0046	-0.11
$γ_{8}$	0.0625	1.35
$γ_{9}$	-0.0042	-0.09
$γ_{10}$	-0.1451	-2.13

Estimation Period:
Jul 30, 1990 to Apr 19, 2024

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Volatility Forecasts

Volatility Forecasts