V-Lab: Cheil Industries Inc/Old Spline-GARCH Volatility Analysis

V-Lab

| |

V-Lab

Cheil Industries Inc/Old Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, June 27th, 2014:31.73% (+1.99%)

Analysis last updated: Friday, January 29, 2016 at 02:14 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.6718	6.38
$α$	0.0621	8.23
$β$	0.9197	87.63
$γ_{1}$	-0.0109	-2.47
$γ_{2}$	0.0106	1.51

Estimation Period:
Jan 3, 1990 to Jun 20, 2014

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts