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

V-Lab

| |

V-Lab

Iljin Holdings Co Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, April 30th, 2024:28.35% (-2.30%)

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
$ω$	0.8708	4.14
$α$	0.1353	6.27
$β$	0.7704	24.28
$γ_{1}$	0.0472	0.83
$γ_{2}$	-0.0145	-0.18
$γ_{3}$	-0.0892	-1.51
$γ_{4}$	0.0471	0.81
$γ_{5}$	0.0521	0.84
$γ_{6}$	-0.1299	-1.64
$γ_{7}$	0.2115	2.54
$γ_{8}$	-0.2353	-3.22
$γ_{9}$	0.2256	2.20
$γ_{10}$	-0.3603	-1.78

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts