V-Lab: CJ CheilJedang Corp AGARCH Volatility Analysis

V-Lab

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V-Lab

CJ CheilJedang Corp AGARCH Volatility Analysis

Volatility Prediction for Friday, April 19th, 2024:29.00% (-1.40%)

Analysis last updated: Friday, April 19, 2024 at 11:49 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.1385	12.82
$α$	0.0900	31.73
$β$	0.8716	368.87
$γ$	0.5832	9.62

Estimation Period:
Sep 28, 2007 to Apr 12, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts