V-Lab: SK Telecom Co Ltd Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

SK Telecom Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:18.30% (+0.33%)

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
$ω$	0.7144	6.06
$α$	0.0905	5.81
$β$	0.8752	51.55
$γ_{1}$	0.0209	1.77
$γ_{2}$	-0.0716	-4.06
$γ_{3}$	0.0867	6.66
$γ_{4}$	-0.0485	-4.05
$γ_{5}$	0.0171	1.84

Estimation Period:
Jan 3, 1990 to Apr 19, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts