V-Lab: Kangnam Jevisco Co Ltd EGARCH Volatility Analysis

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V-Lab

Kangnam Jevisco Co Ltd EGARCH Volatility Analysis

Volatility Prediction for Thursday, April 18th, 2024:36.70% (-2.53%)

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
$ω$	0.0891	29.29
$α$	0.2517	44.13
$β$	0.9574	609.83
$γ$	-0.0156	-3.12

Estimation Period:
Jan 3, 1990 to Apr 12, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts