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

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V-Lab

Iljin Diamond Co Ltd/Old Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 2nd, 2024:109.60% (-6.52%)

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
$ω$	1.1681	3.46
$α$	0.1083	6.48
$β$	0.8479	42.23
$γ_{1}$	0.0362	0.40
$γ_{2}$	-0.1060	-0.83
$γ_{3}$	0.1411	1.69
$γ_{4}$	-0.0307	-0.32
$γ_{5}$	-0.2289	-1.70
$γ_{6}$	0.5033	1.75

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts