V-Lab: Taekwang Industrial Co Ltd Zero Slope Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

Taekwang Industrial Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, April 18th, 2024:29.75% (+0.06%)

Analysis last updated: Thursday, April 18, 2024 at 10:52 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.4986	4.60
$α$	0.1685	9.38
$β$	0.7184	25.22
$γ_{1}$	0.0069	0.12
$γ_{2}$	-0.0010	-0.01
$γ_{3}$	-0.1044	-2.05
$γ_{4}$	0.1923	3.77
$γ_{5}$	-0.1561	-3.03
$γ_{6}$	0.0531	1.16
$γ_{7}$	0.0882	2.49
$γ_{8}$	-0.1503	-4.70
$γ_{9}$	0.1003	3.99

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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