V-Lab: Korea Petroleum Industries Co EGARCH Volatility Analysis

V-Lab

| |

V-Lab

Korea Petroleum Industries Co EGARCH Volatility Analysis

Volatility Prediction for Wednesday, April 17th, 2024:117.28% (-5.97%)

Analysis last updated: Wednesday, April 17, 2024 at 10:23 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.3091	22.92
$α$	0.4274	46.56
$β$	0.8922	183.66
$γ$	-0.0136	-1.58

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts