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

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V-Lab

Pulmuone Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, May 3rd, 2024:25.83% (-1.89%)

Analysis last updated: Friday, May 3, 2024 at 10:31 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.9531	3.23
$α$	0.1558	9.55
$β$	0.7838	41.06
$γ_{1}$	-0.1855	-1.71
$γ_{2}$	0.1958	1.32
$γ_{3}$	-0.0106	-0.12
$γ_{4}$	-0.0226	-0.28
$γ_{5}$	0.1444	2.00
$γ_{6}$	-0.2481	-3.31
$γ_{7}$	0.2226	2.65
$γ_{8}$	-0.1889	-2.42
$γ_{9}$	0.1424	2.61

Estimation Period:
Oct 26, 1995 to Apr 30, 2024

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