V-Lab: Korea District Heating Corp EGARCH Volatility Analysis

V-Lab

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V-Lab

Korea District Heating Corp EGARCH Volatility Analysis

Volatility Prediction for Friday, April 19th, 2024:44.90% (+0.89%)

Analysis last updated: Friday, April 19, 2024 at 11:50 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0355	12.27
$α$	0.1445	17.87
$β$	0.9772	347.99
$γ$	0.0107	1.87

Estimation Period:
Jan 29, 2010 to Apr 12, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts