V-Lab: ISU Chemical Co Ltd Zero Slope Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

ISU Chemical Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, May 7th, 2024:53.17% (-0.47%)

Analysis last updated: Saturday, May 4, 2024 at 11:14 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.7679	5.60
$α$	0.0626	5.73
$β$	0.9138	59.40
$γ_{1}$	0.0037	0.10
$γ_{2}$	0.0144	0.25
$γ_{3}$	-0.1024	-2.41
$γ_{4}$	0.1855	4.28
$γ_{5}$	-0.1727	-3.60
$γ_{6}$	0.0899	1.59
$γ_{7}$	0.0401	0.67
$γ_{8}$	-0.1078	-2.46

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

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