V-Lab: Lee Ku Industrial Co Ltd Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Lee Ku Industrial Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:112.80% (+24.72%)

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
$ω$	0.6802	4.50
$α$	0.1823	5.42
$β$	0.6964	16.86
$γ_{1}$	-0.1962	-2.84
$γ_{2}$	0.1370	1.35
$γ_{3}$	0.1674	2.27
$γ_{4}$	-0.0573	-0.72
$γ_{5}$	-0.2391	-2.92
$γ_{6}$	0.3893	4.89
$γ_{7}$	-0.3082	-3.15
$γ_{8}$	0.1527	1.31
$γ_{9}$	-0.0713	-0.80

Estimation Period:
Sep 1, 1995 to Apr 19, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts