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

V-Lab

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V-Lab

LS Networks Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, April 18th, 2024:66.44% (-5.37%)

Analysis last updated: Thursday, April 18, 2024 at 10:44 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.3059	6.83
$α$	0.1980	8.72
$β$	0.6887	22.92
$γ_{1}$	-0.2043	-4.08
$γ_{2}$	0.3267	4.57
$γ_{3}$	-0.2993	-6.01
$γ_{4}$	0.2752	4.67
$γ_{5}$	-0.1611	-2.36
$γ_{6}$	0.0825	1.17
$γ_{7}$	0.0541	0.58
$γ_{8}$	-0.0650	-0.58
$γ_{9}$	-0.0623	-0.81

Estimation Period:
Aug 24, 1990 to Apr 12, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts