V-Lab: Moorim Paper Co Ltd Zero Slope Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

Moorim Paper Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:26.37% (-0.08%)

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
$ω$	0.9703	5.68
$α$	0.1103	10.00
$β$	0.8489	58.55
$γ_{1}$	0.0241	1.04
$γ_{2}$	-0.0718	-2.15
$γ_{3}$	0.0742	3.60
$γ_{4}$	-0.0454	-2.17
$γ_{5}$	0.0570	2.63
$γ_{6}$	-0.0585	-3.47

Estimation Period:
Jun 11, 1990 to Apr 19, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts