V-Lab: LG Electronics Inc Zero Slope Spline-GARCH Volatility Analysis

V-Lab

| |

V-Lab

LG Electronics Inc Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, April 18th, 2024:26.26% (-0.23%)

Analysis last updated: Thursday, April 18, 2024 at 10:45 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.8274	5.66
$α$	0.0368	6.25
$β$	0.9569	153.08
$γ_{1}$	-0.0010	-0.91

Estimation Period:
Apr 22, 2002 to Apr 12, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts