V-Lab: Daelim Trading Co Ltd Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Daelim Trading Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 2nd, 2024:32.76% (-1.24%)

Analysis last updated: Wednesday, May 1, 2024 at 10:05 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.8660	9.07
$α$	0.2150	4.71
$β$	0.6071	10.15
$γ_{1}$	-0.0123	-0.33
$γ_{2}$	0.0364	0.64
$γ_{3}$	-0.1007	-2.33
$γ_{4}$	0.1675	3.43
$γ_{5}$	-0.1888	-2.66
$γ_{6}$	0.0756	0.72
$γ_{7}$	0.1921	1.45
$γ_{8}$	-0.3113	-2.33
$γ_{9}$	0.2200	2.19
$γ_{10}$	-0.1107	-2.18

Estimation Period:
Jan 3, 1990 to Apr 30, 2024

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