V-Lab: LG Corp Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

LG Corp Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:27.28% (-0.63%)

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
$ω$	0.6736	5.97
$α$	0.0818	9.05
$β$	0.8807	69.24
$γ_{1}$	-0.0372	-0.66
$γ_{2}$	0.0737	0.86
$γ_{3}$	-0.0198	-0.27
$γ_{4}$	-0.1869	-2.35
$γ_{5}$	0.3445	4.82
$γ_{6}$	-0.2877	-4.52
$γ_{7}$	0.1816	2.87
$γ_{8}$	-0.0768	-1.18
$γ_{9}$	0.0125	0.22
$γ_{10}$	-0.0103	-0.26

Estimation Period:
Jan 3, 1990 to Apr 19, 2024

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