V-Lab: Korea Export Packaging Industrial Co Ltd Zero Slope Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

Korea Export Packaging Industrial Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 15th, 2024:24.28% (-0.46%)

Analysis last updated: Saturday, April 13, 2024 at 11:25 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.9694	9.27
$α$	0.1237	10.78
$β$	0.8075	45.05
$γ_{1}$	0.0408	2.87
$γ_{2}$	-0.1110	-5.01
$γ_{3}$	0.1272	8.25
$γ_{4}$	-0.0885	-5.89
$γ_{5}$	0.0565	3.87
$γ_{6}$	-0.0350	-3.21

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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