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

V-Lab

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V-Lab

ISU Chemical Co Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, May 10th, 2024:39.52% (-0.22%)

Analysis last updated: Saturday, May 11, 2024 at 03:53 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.7756	5.56
$α$	0.0596	5.34
$β$	0.9193	59.37
$γ_{1}$	-0.0008	-0.02
$γ_{2}$	0.0242	0.42
$γ_{3}$	-0.1124	-2.57
$γ_{4}$	0.1919	4.30
$γ_{5}$	-0.1708	-3.54
$γ_{6}$	0.0719	1.39
$γ_{7}$	0.0890	1.97
$γ_{8}$	-0.2246	-2.99

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

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Volatility Forecasts

Volatility Forecasts