V-Lab: Green Cross Corp/South Korea Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Green Cross Corp/South Korea Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, April 19th, 2024:25.40% (-0.14%)

Analysis last updated: Saturday, April 20, 2024 at 12:19 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.8845	5.37
$α$	0.1287	9.63
$β$	0.8167	43.90
$γ_{1}$	-0.0006	-0.01
$γ_{2}$	0.0574	0.89
$γ_{3}$	-0.1734	-3.31
$γ_{4}$	0.1537	2.42
$γ_{5}$	0.0023	0.04
$γ_{6}$	-0.1033	-2.18
$γ_{7}$	0.1649	3.34
$γ_{8}$	-0.1776	-3.42
$γ_{9}$	0.0984	2.53

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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