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 Thursday, April 18th, 2024:0.00% (0.00%)

Analysis last updated: Thursday, April 18, 2024 at 10:54 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	6.4301	0.43
$α$	0.7751	89.00
$β$	0.2230	396.14
$γ_{1}$	-0.1744	-2.17
$γ_{2}$	0.2592	2.54
$γ_{3}$	-0.1869	-3.71
$γ_{4}$	0.1356	2.71
$γ_{5}$	-0.0240	-0.41
$γ_{6}$	-0.0040	-0.05
$γ_{7}$	-0.0372	-0.42
$γ_{8}$	0.1503	1.31
$γ_{9}$	-9.5299	-58.51
$γ_{10}$	18.6778	141.99

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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