V-Lab: PaperCorea Inc Zero Slope Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

PaperCorea Inc Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 29th, 2024:38.04% (-0.13%)

Analysis last updated: Saturday, April 27, 2024 at 11:58 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.5075	6.76
$α$	0.2267	10.33
$β$	0.5706	15.17
$γ_{1}$	-0.0635	-1.45
$γ_{2}$	0.1093	1.74
$γ_{3}$	-0.0769	-1.70
$γ_{4}$	-0.0598	-1.30
$γ_{5}$	0.1846	3.96
$γ_{6}$	-0.0984	-1.95
$γ_{7}$	-0.0326	-0.59
$γ_{8}$	0.1030	1.71
$γ_{9}$	-0.1344	-2.21
$γ_{10}$	0.0952	1.96

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

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Volatility Forecasts

Volatility Forecasts