V-Lab: Taeyoung Engineering & Construction Co Ltd Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Taeyoung Engineering & Construction Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:18.85% (-0.01%)

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
$ω$	0.9016	6.18
$α$	0.1092	9.91
$β$	0.8305	47.65
$γ_{1}$	0.0184	0.46
$γ_{2}$	0.0220	0.36
$γ_{3}$	-0.1518	-3.04
$γ_{4}$	0.2111	3.81
$γ_{5}$	-0.1726	-3.00
$γ_{6}$	0.0932	1.84
$γ_{7}$	0.0359	0.66
$γ_{8}$	-0.1249	-1.88
$γ_{9}$	0.0971	1.94

Estimation Period:
Jan 3, 1990 to Apr 19, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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