V-Lab: LG HelloVision Co Ltd AGARCH Volatility Analysis

V-Lab

| |

V-Lab

LG HelloVision Co Ltd AGARCH Volatility Analysis

Volatility Prediction for Thursday, April 18th, 2024:30.89% (-1.08%)

Analysis last updated: Thursday, April 18, 2024 at 10:22 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.8007	10.08
$α$	0.1468	20.65
$β$	0.7348	54.21
$γ$	0.2282	1.57

Estimation Period:
Nov 9, 2012 to Apr 12, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts