V-Lab: Iljin Display Co Ltd AGARCH Volatility Analysis

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V-Lab

Iljin Display Co Ltd AGARCH Volatility Analysis

Volatility Prediction for Wednesday, April 17th, 2024:44.51% (-0.62%)

Analysis last updated: Wednesday, April 17, 2024 at 10:11 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	2.5692	19.37
$α$	0.1562	23.29
$β$	0.6508	46.94
$γ$	-0.0942	-0.93

Estimation Period:
Jan 9, 2002 to Apr 12, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts