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

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V-Lab

Korea Zinc Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 2nd, 2024:28.65% (-0.54%)

Analysis last updated: Thursday, May 2, 2024 at 11:55 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.6097	2.17
$α$	0.0619	6.48
$β$	0.8536	39.00
$γ_{1}$	0.0572	0.52
$γ_{2}$	0.0593	0.43
$γ_{3}$	-0.2704	-5.47
$γ_{4}$	0.2412	5.97
$γ_{5}$	-0.1070	-2.87
$γ_{6}$	0.0010	0.03
$γ_{7}$	-0.0073	-0.17
$γ_{8}$	0.0785	1.65
$γ_{9}$	-0.0506	-1.14
$γ_{10}$	-0.0137	-0.42

Estimation Period:
Jul 30, 1990 to Apr 30, 2024

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