V-Lab: Iljin Holdings Co Ltd Spline-GARCH Volatility Analysis

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V-Lab

Iljin Holdings Co Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, May 20th, 2024:19.56% (+0.13%)

Analysis last updated: Sunday, May 19, 2024 at 12:11 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.8695	4.09
$α$	0.1341	6.26
$β$	0.7734	24.71
$γ_{1}$	0.0470	0.82
$γ_{2}$	-0.0147	-0.18
$γ_{3}$	-0.0889	-1.51
$γ_{4}$	0.0487	0.84
$γ_{5}$	0.0480	0.78
$γ_{6}$	-0.1228	-1.57
$γ_{7}$	0.2026	2.43
$γ_{8}$	-0.2272	-3.11
$γ_{9}$	0.2205	2.14
$γ_{10}$	-0.3696	-1.76

Estimation Period:
Mar 22, 1990 to May 17, 2024

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Volatility Forecasts

Volatility Forecasts