V-Lab: Choheung Corp Zero Slope Spline-GARCH Volatility Analysis

V-Lab

| |

V-Lab

Choheung Corp Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, April 19th, 2024:15.63% (-0.63%)

Analysis last updated: Saturday, April 20, 2024 at 12:23 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.5298	2.77
$α$	0.1633	9.77
$β$	0.7677	33.40
$γ_{1}$	0.1263	1.04
$γ_{2}$	-0.1612	-0.98
$γ_{3}$	-0.0228	-0.23
$γ_{4}$	0.0870	0.92
$γ_{5}$	-0.0087	-0.10
$γ_{6}$	-0.1356	-1.62
$γ_{7}$	0.2776	3.06
$γ_{8}$	-0.3185	-2.87
$γ_{9}$	0.2307	2.20
$γ_{10}$	-0.0695	-1.13

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts