V-Lab: LG Chem Ltd Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

LG Chem Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 2nd, 2024:40.22% (-0.96%)

Analysis last updated: Friday, May 3, 2024 at 12:00 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.2697	4.04
$α$	0.0531	5.30
$β$	0.9109	58.03
$γ_{1}$	-0.2355	-2.45
$γ_{2}$	0.5465	3.51
$γ_{3}$	-0.5831	-3.99
$γ_{4}$	0.4047	3.07
$γ_{5}$	-0.1590	-1.50
$γ_{6}$	0.0520	0.62
$γ_{7}$	-0.0350	-0.48
$γ_{8}$	-0.0008	-0.01

Estimation Period:
Apr 25, 2001 to Apr 30, 2024

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Volatility Forecasts