V-Lab: Paik Kwang Industrial Co Ltd Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Paik Kwang Industrial Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:0.00% (0.00%)

Analysis last updated: Sunday, April 21, 2024 at 12:23 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	12.1002	1.32
$α$	0.7813	804.60
$β$	0.2180	392.73
$γ_{1}$	-0.1281	-2.26
$γ_{2}$	0.2016	2.67
$γ_{3}$	-0.1721	-3.68
$γ_{4}$	0.1310	2.69
$γ_{5}$	-0.0216	-0.38
$γ_{6}$	-0.0062	-0.09
$γ_{7}$	-0.0352	-0.41
$γ_{8}$	0.1352	1.19
$γ_{9}$	-9.9163	-60.09
$γ_{10}$	19.5464	145.16

Estimation Period:
Jan 3, 1990 to Apr 19, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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