V-Lab: Iljin Diamond Co Ltd/Old Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Iljin Diamond Co Ltd/Old Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, May 7th, 2024:110.49% (-6.02%)

Analysis last updated: Saturday, May 4, 2024 at 11:01 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.1480	2.29
$α$	0.1102	6.23
$β$	0.8424	38.58
$γ_{1}$	0.0689	0.13
$γ_{2}$	-0.1085	-0.15
$γ_{3}$	0.0349	0.10
$γ_{4}$	-0.1280	-0.50
$γ_{5}$	0.4738	1.39
$γ_{6}$	-0.6613	-1.46
$γ_{7}$	0.6782	1.49
$γ_{8}$	-0.8616	-2.44
$γ_{9}$	0.8745	2.41
$γ_{10}$	-0.4684	-1.38

Estimation Period:
Dec 22, 2004 to May 3, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts