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

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V-Lab

Il Dong Holdings Co Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, May 20th, 2024:24.29% (-0.76%)

Analysis last updated: Sunday, May 19, 2024 at 12:25 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.7129	5.37
$α$	0.1224	8.04
$β$	0.8252	35.16
$γ_{1}$	-0.0967	-1.65
$γ_{2}$	0.2685	3.08
$γ_{3}$	-0.4054	-6.13
$γ_{4}$	0.3756	5.80
$γ_{5}$	-0.1989	-2.80
$γ_{6}$	0.0599	0.71
$γ_{7}$	0.0841	1.05
$γ_{8}$	-0.2630	-3.51
$γ_{9}$	0.4493	4.79
$γ_{10}$	-0.6580	-5.02

Estimation Period:
Jan 3, 1990 to May 17, 2024

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