V-Lab: Gaon Cable Co Ltd Zero Slope Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

Gaon Cable Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 2nd, 2024:110.83% (-13.60%)

Analysis last updated: Thursday, May 2, 2024 at 11:50 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.8252	5.74
$α$	0.1416	8.07
$β$	0.7627	29.62
$γ_{1}$	-0.0014	-0.03
$γ_{2}$	0.0368	0.64
$γ_{3}$	-0.1573	-3.83
$γ_{4}$	0.2054	4.27
$γ_{5}$	-0.1099	-2.03
$γ_{6}$	0.0561	1.22
$γ_{7}$	-0.0584	-1.49
$γ_{8}$	0.1090	2.84
$γ_{9}$	-0.1423	-4.67

Estimation Period:
Jan 3, 1990 to Apr 30, 2024

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