V-Lab: LS Networks Co Ltd Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

LS Networks Co Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 16th, 2024:62.69% (-2.15%)

Analysis last updated: Thursday, May 16, 2024 at 11:31 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.2944	5.04
$α$	0.1972	8.94
$β$	0.7091	24.89
$γ_{1}$	-0.2693	-3.44
$γ_{2}$	0.4090	3.61
$γ_{3}$	-0.2736	-3.29
$γ_{4}$	0.1206	1.34
$γ_{5}$	0.0644	0.70
$γ_{6}$	-0.0957	-1.04
$γ_{7}$	0.0315	0.34
$γ_{8}$	0.1943	1.82
$γ_{9}$	-0.3163	-2.26
$γ_{10}$	0.2208	1.30

Estimation Period:
Aug 24, 1990 to May 14, 2024

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Volatility Forecasts