V-Lab: LX International Corp Spline-GARCH Volatility Analysis

V-Lab

| |

V-Lab

LX International Corp Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 29th, 2024:27.32% (+0.39%)

Analysis last updated: Saturday, April 27, 2024 at 11:55 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.7243	5.82
$α$	0.0966	9.21
$β$	0.8369	45.86
$γ_{1}$	-0.0486	-1.15
$γ_{2}$	0.1417	2.34
$γ_{3}$	-0.2467	-5.99
$γ_{4}$	0.2636	6.01
$γ_{5}$	-0.1549	-3.53
$γ_{6}$	0.0564	1.50
$γ_{7}$	-0.0266	-0.72
$γ_{8}$	0.0803	1.70
$γ_{9}$	-0.1955	-2.78

Estimation Period:
Jan 3, 1990 to Apr 26, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts