V-Lab: Kyung-In Synthetic Corp EGARCH Volatility Analysis

V-Lab

| |

V-Lab

Kyung-In Synthetic Corp EGARCH Volatility Analysis

Volatility Prediction for Wednesday, April 17th, 2024:26.23% (+3.72%)

Analysis last updated: Wednesday, April 17, 2024 at 10:15 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0917	19.59
$α$	0.2224	28.71
$β$	0.9634	471.77
$γ$	0.0104	1.75

Estimation Period:
Oct 5, 1995 to Apr 12, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts