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

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V-Lab

LG HelloVision Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:30.38% (-0.46%)

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
$ω$	1.5453	5.50
$α$	0.1313	3.51
$β$	0.7235	9.22
$γ_{1}$	1.3646	4.77
$γ_{2}$	-2.2945	-5.08
$γ_{3}$	1.7375	5.20
$γ_{4}$	-1.5070	-4.24
$γ_{5}$	1.3273	2.60
$γ_{6}$	-1.0776	-1.45
$γ_{7}$	0.5891	0.88

Estimation Period:
Nov 9, 2012 to Apr 19, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts