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

V-Lab

| |

V-Lab

Woojin Plaimm Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:25.63% (-2.38%)

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
$ω$	1.5861	4.02
$α$	0.1880	5.69
$β$	0.5512	8.96
$γ_{1}$	0.0103	0.21
$γ_{2}$	0.0331	0.50
$γ_{3}$	-0.1193	-2.94
$γ_{4}$	0.1906	4.23
$γ_{5}$	-0.2379	-4.95
$γ_{6}$	0.1823	5.17

Estimation Period:
Jul 26, 2001 to Apr 19, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts