V-Lab: Asiana Airlines Inc Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Asiana Airlines Inc Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, April 30th, 2024:28.20% (+2.01%)

Analysis last updated: Tuesday, April 30, 2024 at 09:25 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.3302	3.62
$α$	0.0913	6.47
$β$	0.8656	41.08
$γ_{1}$	-0.0210	-0.12
$γ_{2}$	-0.0117	-0.05
$γ_{3}$	0.0575	0.38
$γ_{4}$	0.0963	0.53
$γ_{5}$	-0.4082	-2.15
$γ_{6}$	0.5907	3.37
$γ_{7}$	-0.4576	-2.41
$γ_{8}$	0.3408	1.53
$γ_{9}$	-0.4994	-2.41
$γ_{10}$	0.4756	3.39

Estimation Period:
Dec 24, 1999 to Apr 26, 2024

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