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

V-Lab

| |

V-Lab

Asiana Airlines Inc Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:32.16% (+1.07%)

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
$ω$	1.3196	3.59
$α$	0.0916	6.48
$β$	0.8655	41.10
$γ_{1}$	-0.0276	-0.16
$γ_{2}$	-0.0019	-0.01
$γ_{3}$	0.0507	0.33
$γ_{4}$	0.1043	0.57
$γ_{5}$	-0.4162	-2.16
$γ_{6}$	0.5962	3.37
$γ_{7}$	-0.4623	-2.42
$γ_{8}$	0.3480	1.56
$γ_{9}$	-0.5039	-2.43
$γ_{10}$	0.4724	3.39

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts