V-Lab: Korea PetroChemical Ind Co Ltd EGARCH Volatility Analysis

V-Lab

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V-Lab

Korea PetroChemical Ind Co Ltd EGARCH Volatility Analysis

Volatility Prediction for Thursday, April 18th, 2024:46.39% (-0.38%)

Analysis last updated: Thursday, April 18, 2024 at 10:38 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0794	16.96
$α$	0.1502	27.95
$β$	0.9702	526.97
$γ$	-0.0089	-1.94

Estimation Period:
Aug 11, 1999 to Apr 12, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts