V-Lab: PaperCorea Inc Zero Slope Spline-GARCH Volatility Analysis

V-Lab

| |

V-Lab

PaperCorea Inc Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 2nd, 2024:37.17% (-0.19%)

Analysis last updated: Thursday, May 2, 2024 at 11:51 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.5099	6.75
$α$	0.2258	10.30
$β$	0.5748	15.38
$γ_{1}$	-0.0616	-1.40
$γ_{2}$	0.1060	1.69
$γ_{3}$	-0.0741	-1.64
$γ_{4}$	-0.0622	-1.35
$γ_{5}$	0.1864	3.99
$γ_{6}$	-0.0996	-1.97
$γ_{7}$	-0.0316	-0.57
$γ_{8}$	0.1026	1.69
$γ_{9}$	-0.1349	-2.22
$γ_{10}$	0.0960	1.98

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts