V-Lab: Union Corp/Korea MF2-GARCH Volatility Analysis

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V-Lab

Union Corp/Korea MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, April 29th, 2024:40.70% (-0.95%)

Analysis last updated: Saturday, April 27, 2024 at 11:59 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	91
$α$	0.2361	35.04
$β$	0.7252	106.56
$γ$	-0.0339	-2.79
$λ_{1}$	0.2008	3.74
$λ_{2}$	0.1093	3.31
$λ_{3}$	0.8815	23.84

Estimation Period:
Jul 3, 1996 to Apr 26, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts