V-Lab: LG Life Sciences Ltd AGARCH Volatility Analysis

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V-Lab

LG Life Sciences Ltd AGARCH Volatility Analysis

Volatility Prediction for Wednesday, December 28th, 2016:28.53% (-0.90%)

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
$ω$	0.4040	25.35
$α$	0.1165	38.27
$β$	0.8223	353.36
$γ$	0.4322	6.10

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts