V-Lab: Korea Line Corp Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Korea Line Corp Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, April 19th, 2024:43.02% (-0.21%)

Analysis last updated: Friday, April 19, 2024 at 11:58 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.7325	7.90
$α$	0.1137	7.53
$β$	0.8146	41.44
$γ_{1}$	0.0818	3.29
$γ_{2}$	-0.1634	-4.19
$γ_{3}$	0.1240	4.01
$γ_{4}$	-0.0540	-1.75
$γ_{5}$	-0.0049	-0.14
$γ_{6}$	0.0345	1.03
$γ_{7}$	-0.0195	-0.90

Estimation Period:
Apr 23, 1992 to Apr 12, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts