V-Lab: Ilshin Spinning Co Ltd Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Ilshin Spinning Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, May 7th, 2024:30.37% (-0.78%)

Analysis last updated: Saturday, May 4, 2024 at 11:17 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.4138	2.47
$α$	0.1689	9.26
$β$	0.7550	33.31
$γ_{1}$	-0.1131	-1.07
$γ_{2}$	0.1643	1.17
$γ_{3}$	-0.1639	-2.51
$γ_{4}$	0.1974	3.42
$γ_{5}$	-0.1484	-2.88
$γ_{6}$	0.1849	3.52
$γ_{7}$	-0.2594	-4.60
$γ_{8}$	0.2584	4.75
$γ_{9}$	-0.1781	-4.00

Estimation Period:
Jan 3, 1990 to May 3, 2024

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Volatility Forecasts