V-Lab: SK Innovation Co Ltd Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

SK Innovation Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, May 7th, 2024:40.79% (-1.00%)

Analysis last updated: Tuesday, May 7, 2024 at 10:43 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.3510	5.65
$α$	0.0519	5.16
$β$	0.9378	75.53
$γ_{1}$	0.0248	2.74
$γ_{2}$	-0.0317	-2.69

Estimation Period:
Jul 25, 2007 to May 3, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts