V-Lab: Tae Kyung Industrial Co Ltd Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Tae Kyung Industrial Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:24.22% (-1.88%)

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

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.7922	3.08
$α$	0.1925	6.71
$β$	0.7626	32.02
$γ_{1}$	-0.3858	-3.34
$γ_{2}$	0.4060	2.42
$γ_{3}$	-0.0089	-0.08
$γ_{4}$	0.1729	1.71
$γ_{5}$	-0.4881	-4.11
$γ_{6}$	0.5002	3.93
$γ_{7}$	-0.3216	-2.49
$γ_{8}$	0.3751	2.87
$γ_{9}$	-0.4541	-3.68
$γ_{10}$	0.2513	2.43

Estimation Period:
Jan 30, 1996 to Apr 19, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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