V-Lab: Korea Circuit Co Ltd Zero Slope Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

Korea Circuit Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, May 3rd, 2024:42.17% (-0.96%)

Analysis last updated: Friday, May 3, 2024 at 10:40 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.7936	7.74
$α$	0.0769	8.42
$β$	0.8881	65.42
$γ_{1}$	0.0204	2.02
$γ_{2}$	-0.0559	-3.59
$γ_{3}$	0.0619	5.24
$γ_{4}$	-0.0320	-2.85
$γ_{5}$	0.0037	0.40

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

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Volatility Forecasts