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 Monday, April 22nd, 2024:88.18% (+1.87%)

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
$ω$	0.8903	6.10
$α$	0.0823	7.80
$β$	0.8753	61.29
$γ_{1}$	0.0400	1.26
$γ_{2}$	-0.1353	-2.94
$γ_{3}$	0.1764	5.40
$γ_{4}$	-0.1512	-4.63
$γ_{5}$	0.1307	3.74
$γ_{6}$	-0.0613	-1.53
$γ_{7}$	-0.0157	-0.47

Estimation Period:
Jul 11, 1994 to Apr 19, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts