V-Lab: LG Life Sciences Ltd Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

LG Life Sciences Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, December 28th, 2016:31.21% (-0.58%)

Analysis last updated: Tuesday, December 27, 2016 at 09:18 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.3941	4.92
$α$	0.0625	5.31
$β$	0.9051	56.08
$γ_{1}$	0.0313	0.96
$γ_{2}$	-0.0262	-0.55
$γ_{3}$	-0.0083	-0.33

Estimation Period:
Aug 16, 2002 to Dec 23, 2016

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts