V-Lab: Aekyung Chemical Co Ltd Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Aekyung Chemical Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, April 16th, 2024:34.45% (+1.02%)

Analysis last updated: Tuesday, April 16, 2024 at 08:49 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.7712	5.47
$α$	0.1081	3.23
$β$	0.8488	20.50
$γ_{1}$	-0.0045	-1.81

Estimation Period:
Sep 17, 2012 to Apr 12, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts