V-Lab: Woongjin Energy Co Ltd Zero Slope Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

Woongjin Energy Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, June 1st, 2020:769.13% (-12.35%)

Analysis last updated: Friday, May 29, 2020 at 12:19 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

Parameter Estimates

	param	t-stat
$ω$	1.0061	2.67
$α$	0.1427	5.40
$β$	0.8224	19.17
$γ_{1}$	0.7603	0.37
$γ_{2}$	-0.2240	-0.07
$γ_{3}$	-1.8552	-0.83
$γ_{4}$	1.7864	0.92
$γ_{5}$	0.4606	0.22
$γ_{6}$	-2.1459	-0.98
$γ_{7}$	0.8614	0.29
$γ_{8}$	3.3031	0.71
$γ_{9}$	-4.9994	-1.17

Estimation Period:
Jun 30, 2010 to May 29, 2020

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts