V-Lab: Union Corp/Korea Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Union Corp/Korea Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:57.13% (-1.02%)

Analysis last updated: Sunday, April 21, 2024 at 12:22 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.7925	3.47
$α$	0.1776	8.37
$β$	0.7886	34.61
$γ_{1}$	-0.1243	-1.31
$γ_{2}$	0.1515	1.12
$γ_{3}$	0.0521	0.58
$γ_{4}$	-0.1114	-1.35
$γ_{5}$	-0.0535	-0.65
$γ_{6}$	0.1438	1.96
$γ_{7}$	0.0951	1.03
$γ_{8}$	-0.3358	-2.54
$γ_{9}$	0.2288	2.01

Estimation Period:
Jul 3, 1996 to Apr 19, 2024

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