V-Lab: Asiana Airlines Inc Spline-GARCH Volatility Analysis

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V-Lab

Asiana Airlines Inc Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:34.04% (+0.99%)

Analysis last updated: Sunday, April 21, 2024 at 12:13 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.3505	3.67
$α$	0.0911	6.45
$β$	0.8662	40.94
$γ_{1}$	-0.0117	-0.07
$γ_{2}$	-0.0229	-0.10
$γ_{3}$	0.0536	0.35
$γ_{4}$	0.1158	0.63
$γ_{5}$	-0.4376	-2.27
$γ_{6}$	0.6220	3.51
$γ_{7}$	-0.4933	-2.56
$γ_{8}$	0.3895	1.70
$γ_{9}$	-0.5748	-2.47
$γ_{10}$	0.6438	2.36

Estimation Period:
Dec 24, 1999 to Apr 19, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts