V-Lab: Korea Industrial Co Ltd Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Korea Industrial Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 2nd, 2024:30.46% (-0.22%)

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
$ω$	0.6628	4.28
$α$	0.1141	7.92
$β$	0.8405	37.82
$γ_{1}$	-0.0467	-0.70
$γ_{2}$	0.1459	1.52
$γ_{3}$	-0.2381	-3.34
$γ_{4}$	0.1910	2.62
$γ_{5}$	-0.0837	-1.13
$γ_{6}$	0.0664	0.75
$γ_{7}$	-0.0362	-0.32
$γ_{8}$	0.0563	0.46
$γ_{9}$	-0.1582	-1.47
$γ_{10}$	0.1510	2.02

Estimation Period:
Jan 14, 1991 to Apr 30, 2024

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