V-Lab
V-Lab

LG Corp Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, March 27th, 2024:40.43% (-2.05%)

Analysis last updated: Thursday, March 28, 2024 at 12:17 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of LG Corp S0GARCH
paramt-stat
ω0.67785.90
α0.08089.05
β0.883370.78
γ1-0.0351-0.61
γ20.07010.80
γ3-0.0156-0.21
γ4-0.1926-2.37
γ50.34784.74
γ6-0.2858-4.32
γ70.17652.67
γ8-0.0719-1.07
γ90.01120.19
γ10-0.0121-0.31
Estimation Period:
Jan 3, 1990 to Mar 22, 2024
Impact of return on volatility tomorrow
Volatility Forecasts