V-Lab: Iljin Holdings Co Ltd Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Iljin Holdings Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, April 30th, 2024:38.54% (-1.40%)

Analysis last updated: Tuesday, April 30, 2024 at 09:27 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.8310	4.31
$α$	0.1236	5.96
$β$	0.8144	33.11
$γ_{1}$	0.0217	1.38
$γ_{2}$	-0.0466	-2.11
$γ_{3}$	0.0303	1.92
$γ_{4}$	0.0003	0.02
$γ_{5}$	-0.0073	-0.54

Estimation Period:
Mar 22, 1990 to Apr 26, 2024

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