V-Lab: Iljin Diamond Co Ltd/Old Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Iljin Diamond Co Ltd/Old Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 2nd, 2024:106.39% (-6.90%)

Analysis last updated: Wednesday, May 1, 2024 at 09:50 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.1550	2.31
$α$	0.1097	6.18
$β$	0.8429	38.50
$γ_{1}$	0.0734	0.14
$γ_{2}$	-0.1143	-0.15
$γ_{3}$	0.0368	0.11
$γ_{4}$	-0.1281	-0.50
$γ_{5}$	0.4719	1.38
$γ_{6}$	-0.6585	-1.45
$γ_{7}$	0.6763	1.49
$γ_{8}$	-0.8609	-2.43
$γ_{9}$	0.8742	2.41
$γ_{10}$	-0.4685	-1.38

Estimation Period:
Dec 22, 2004 to Apr 30, 2024

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