V-Lab: STX Corp/Korea Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

STX Corp/Korea Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:55.08% (-1.16%)

Analysis last updated: Sunday, April 21, 2024 at 12:13 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.9795	4.30
$α$	0.1034	8.77
$β$	0.8895	70.55
$γ_{1}$	-0.0002	-0.17

Estimation Period:
Sep 12, 1990 to Apr 19, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts