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

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V-Lab

Jindo Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:27.13% (-1.80%)

Analysis last updated: Sunday, April 21, 2024 at 12:09 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.3748	4.76
$α$	0.1701	6.19
$β$	0.7040	14.56
$γ_{1}$	-0.0231	-0.15
$γ_{2}$	-0.0342	-0.15
$γ_{3}$	0.1380	0.93
$γ_{4}$	0.0070	0.04
$γ_{5}$	-0.3858	-2.59
$γ_{6}$	0.8048	5.15
$γ_{7}$	-0.9728	-5.55
$γ_{8}$	0.6381	4.76

Estimation Period:
Mar 28, 2006 to Apr 19, 2024

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Volatility Forecasts