V-Lab: Paik Kwang Industrial Co Ltd Zero Slope Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

Paik Kwang Industrial Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, May 7th, 2024:24.10% (-1.91%)

Analysis last updated: Saturday, May 4, 2024 at 11:17 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.1326	3.85
$α$	0.1759	11.18
$β$	0.8030	49.80
$γ_{1}$	-0.0459	-0.68
$γ_{2}$	0.0888	0.89
$γ_{3}$	-0.1152	-1.57
$γ_{4}$	0.0979	1.37
$γ_{5}$	-0.0212	-0.27
$γ_{6}$	0.0142	0.13
$γ_{7}$	-0.0820	-0.56
$γ_{8}$	0.2221	1.44
$γ_{9}$	-0.4610	-2.86
$γ_{10}$	0.4946	4.19

Estimation Period:
Jan 3, 1990 to May 3, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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