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

V-Lab

| |

V-Lab

Pulmuone Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:37.65% (-3.68%)

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
$ω$	0.9519	3.19
$α$	0.1560	9.56
$β$	0.7841	41.13
$γ_{1}$	-0.1866	-1.70
$γ_{2}$	0.1969	1.31
$γ_{3}$	-0.0105	-0.12
$γ_{4}$	-0.0235	-0.29
$γ_{5}$	0.1462	2.03
$γ_{6}$	-0.2498	-3.31
$γ_{7}$	0.2234	2.63
$γ_{8}$	-0.1888	-2.40
$γ_{9}$	0.1416	2.58

Estimation Period:
Oct 26, 1995 to Apr 19, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts