V-Lab: Youlchon Chemical Co Ltd MF2-GARCH Volatility Analysis

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V-Lab

Youlchon Chemical Co Ltd MF2-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 16th, 2024:47.65% (-2.15%)

Analysis last updated: Thursday, May 16, 2024 at 11:27 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	46
$α$	0.1030	24.79
$β$	0.8370	123.49
$γ$	-0.0118	-2.26
$λ_{1}$	0.0060	3.41
$λ_{2}$	0.0164	5.79
$λ_{3}$	0.9830	343.34

Estimation Period:
Jan 3, 1990 to May 14, 2024

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