V-Lab: Miwon Holdings Co Ltd Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Miwon Holdings Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:10.98% (+0.29%)

Analysis last updated: Sunday, April 21, 2024 at 12:06 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.4414	4.26
$α$	0.1865	5.01
$β$	0.6030	6.65
$γ_{1}$	-0.5331	-0.99
$γ_{2}$	0.9960	1.27
$γ_{3}$	-0.8798	-2.01
$γ_{4}$	0.7620	1.73
$γ_{5}$	-0.0557	-0.12
$γ_{6}$	-1.2396	-2.78
$γ_{7}$	1.9514	4.54
$γ_{8}$	-1.5274	-4.10
$γ_{9}$	0.3908	1.14
$γ_{10}$	0.3818	1.39

Estimation Period:
Mar 2, 2009 to Apr 19, 2024

News Impact Curve

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Volatility Forecasts

Volatility Forecasts