V-Lab: LOTTE Himart Co Ltd Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

LOTTE Himart Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:21.42% (-1.01%)

Analysis last updated: Sunday, April 21, 2024 at 12:10 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	2.1117	4.86
$α$	0.1197	5.22
$β$	0.7635	16.60
$γ_{1}$	0.1497	2.98
$γ_{2}$	-0.1259	-1.78
$γ_{3}$	-0.0910	-1.70
$γ_{4}$	0.1081	2.68

Estimation Period:
Jun 29, 2011 to Apr 19, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts