V-Lab: Gaon Cable Co Ltd Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

Gaon Cable Co Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 2nd, 2024:112.24% (-13.94%)

Analysis last updated: Thursday, May 2, 2024 at 11:50 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.8229	5.91
$α$	0.1460	7.69
$β$	0.7502	26.86
$γ_{1}$	-0.0053	-0.14
$γ_{2}$	0.0465	0.83
$γ_{3}$	-0.1708	-4.25
$γ_{4}$	0.2211	4.67
$γ_{5}$	-0.1246	-2.35
$γ_{6}$	0.0654	1.44
$γ_{7}$	-0.0584	-1.47
$γ_{8}$	0.0940	1.98
$γ_{9}$	-0.0914	-0.95

Estimation Period:
Jan 3, 1990 to Apr 30, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts