V-Lab: Toray Chemical Korea Inc Zero Slope Spline-GARCH Volatility Analysis

V-Lab

| |

V-Lab

Toray Chemical Korea Inc Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, February 22nd, 2018:6.70% (-0.04%)

Analysis last updated: Wednesday, February 21, 2018 at 07:36 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.9830	6.13
$α$	0.0197	2.11
$β$	0.9803	105.25
$γ_{1}$	-0.0012	-0.25

Estimation Period:
Jan 3, 1990 to Feb 14, 2018

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts