V-Lab: Iljin Electric Co Ltd EGARCH Volatility Analysis

V-Lab

| |

V-Lab

Iljin Electric Co Ltd EGARCH Volatility Analysis

Volatility Prediction for Thursday, April 18th, 2024:83.90% (+0.02%)

Analysis last updated: Thursday, April 18, 2024 at 10:14 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0890	15.83
$α$	0.2108	29.22
$β$	0.9683	372.73
$γ$	-0.0217	-2.92

Estimation Period:
Aug 1, 2008 to Apr 12, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts