V-Lab: LS Electric Co Ltd EGARCH Volatility Analysis

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V-Lab

LS Electric Co Ltd EGARCH Volatility Analysis

Volatility Prediction for Thursday, April 18th, 2024:77.07% (+3.73%)

Analysis last updated: Thursday, April 18, 2024 at 10:35 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0353	18.40
$α$	0.1576	34.62
$β$	0.9881	1383.91
$γ$	-0.0149	-3.52

Estimation Period:
Jul 11, 1994 to Apr 12, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts