V-Lab: LS Electric Co Ltd Zero Slope Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

LS Electric Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, April 18th, 2024:82.56% (+2.48%)

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
$ω$	0.8786	6.05
$α$	0.0816	7.73
$β$	0.8753	60.89
$γ_{1}$	0.0385	1.21
$γ_{2}$	-0.1337	-2.90
$γ_{3}$	0.1765	5.43
$γ_{4}$	-0.1515	-4.66
$γ_{5}$	0.1306	3.75
$γ_{6}$	-0.0609	-1.52
$γ_{7}$	-0.0158	-0.47

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts