V-Lab: PaperCorea Inc Zero Slope Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

PaperCorea Inc Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, April 19th, 2024:39.98% (-0.14%)

Analysis last updated: Saturday, April 20, 2024 at 12:08 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.5077	6.72
$α$	0.2255	10.29
$β$	0.5750	15.33
$γ_{1}$	-0.0626	-1.41
$γ_{2}$	0.1068	1.69
$γ_{3}$	-0.0731	-1.61
$γ_{4}$	-0.0641	-1.38
$γ_{5}$	0.1874	4.02
$γ_{6}$	-0.0990	-1.96
$γ_{7}$	-0.0324	-0.58
$γ_{8}$	0.1015	1.69
$γ_{9}$	-0.1298	-2.14
$γ_{10}$	0.0897	1.84

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts