V-Lab: Cheil Grinding Wheel Ind Co Ltd Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Cheil Grinding Wheel Ind Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:34.35% (-1.24%)

Analysis last updated: Sunday, April 21, 2024 at 12:24 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.1700	2.62
$α$	0.0962	3.29
$β$	0.8783	23.91
$γ_{1}$	-0.1129	-0.29
$γ_{2}$	0.0225	0.04
$γ_{3}$	0.0249	0.05
$γ_{4}$	0.1482	0.35
$γ_{5}$	0.4885	1.29
$γ_{6}$	-2.0541	-3.41
$γ_{7}$	3.1208	3.76
$γ_{8}$	-2.3575	-2.74
$γ_{9}$	0.8307	0.94
$γ_{10}$	-0.1680	-0.30

Estimation Period:
Dec 9, 2005 to Apr 19, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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