V-Lab: MiraeING EGARCH Volatility Analysis

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V-Lab

MiraeING EGARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:70.18% (+2.37%)

Analysis last updated: Sunday, April 21, 2024 at 12:17 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.2638	22.50
$α$	0.3294	29.97
$β$	0.9137	235.80
$γ$	0.0344	4.00

Estimation Period:
Nov 29, 1999 to Apr 19, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts