V-Lab: LS Networks Co Ltd MF2-GARCH Volatility Analysis

V-Lab

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V-Lab

LS Networks Co Ltd MF2-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 2nd, 2024:77.04% (-3.92%)

Analysis last updated: Wednesday, May 1, 2024 at 10:19 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	111
$α$	0.1895	20.99
$β$	0.6074	54.43
$γ$	-0.0128	-1.01
$λ_{1}$	0.6882	3.34
$λ_{2}$	0.9981	19.18
$λ_{3}$	0.0000	0.00

Estimation Period:
Aug 24, 1990 to Apr 30, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts