V-Lab: Wooshin Systems Co Ltd EGARCH Volatility Analysis

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V-Lab

Wooshin Systems Co Ltd EGARCH Volatility Analysis

Volatility Prediction for Thursday, April 18th, 2024:47.74% (+10.69%)

Analysis last updated: Thursday, April 18, 2024 at 10:29 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.1253	20.43
$α$	0.2374	38.76
$β$	0.9520	370.01
$γ$	0.0028	0.55

Estimation Period:
Aug 10, 2001 to Apr 12, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts