V-Lab: Korea Electric Terminal Co Ltd Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Korea Electric Terminal Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:25.71% (-0.36%)

Analysis last updated: Sunday, April 21, 2024 at 12:11 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.1298	5.46
$α$	0.0839	6.76
$β$	0.8298	32.27
$γ_{1}$	-0.0431	-0.46
$γ_{2}$	-0.0257	-0.19
$γ_{3}$	0.1201	1.49
$γ_{4}$	0.0022	0.03
$γ_{5}$	-0.2093	-2.22
$γ_{6}$	0.3499	3.41
$γ_{7}$	-0.3684	-3.62
$γ_{8}$	0.4057	4.47
$γ_{9}$	-0.4544	-4.66
$γ_{10}$	0.3055	3.72

Estimation Period:
Oct 16, 1996 to Apr 19, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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