V-Lab: Korea Circuit Co Ltd EGARCH Volatility Analysis

V-Lab

| |

V-Lab

Korea Circuit Co Ltd EGARCH Volatility Analysis

Volatility Prediction for Thursday, April 18th, 2024:48.79% (-1.07%)

Analysis last updated: Thursday, April 18, 2024 at 10:37 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0957	19.44
$α$	0.1823	37.13
$β$	0.9636	510.11
$γ$	-0.0158	-3.53

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts