V-Lab: Il Dong Holdings Co Ltd Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Il Dong Holdings Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, April 30th, 2024:39.48% (+0.17%)

Analysis last updated: Tuesday, April 30, 2024 at 09:58 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.8093	5.18
$α$	0.1184	8.09
$β$	0.8445	39.88
$γ_{1}$	-0.0555	-0.86
$γ_{2}$	0.2037	2.10
$γ_{3}$	-0.3632	-4.81
$γ_{4}$	0.3464	4.77
$γ_{5}$	-0.1891	-2.39
$γ_{6}$	0.0695	0.74
$γ_{7}$	0.0562	0.64
$γ_{8}$	-0.1962	-2.50
$γ_{9}$	0.2802	3.47
$γ_{10}$	-0.2291	-3.61

Estimation Period:
Jan 3, 1990 to Apr 26, 2024

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