V-Lab: Yoosung Enterprise Co Ltd Zero Slope Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

Yoosung Enterprise Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:16.13% (-0.14%)

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
$ω$	0.7494	6.29
$α$	0.1387	6.87
$β$	0.8019	36.83
$γ_{1}$	-0.0007	-0.01
$γ_{2}$	0.0588	0.75
$γ_{3}$	-0.2074	-3.44
$γ_{4}$	0.2478	3.57
$γ_{5}$	-0.1269	-1.41
$γ_{6}$	0.0626	0.64
$γ_{7}$	-0.1387	-1.55
$γ_{8}$	0.2338	2.21
$γ_{9}$	-0.1953	-1.60
$γ_{10}$	0.0825	1.06

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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