V-Lab: Muhak Co Ltd Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Muhak Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:19.90% (-0.07%)

Analysis last updated: Sunday, April 21, 2024 at 12:10 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	2.8842	8.26
$α$	0.1985	9.22
$β$	0.7342	34.93
$γ_{1}$	0.0158	6.29
$γ_{2}$	-0.0161	-5.13

Estimation Period:
Jul 29, 1998 to Apr 19, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts