V-Lab: Taewon Mulsan Co Ltd Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Taewon Mulsan Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, May 7th, 2024:25.38% (+1.70%)

Analysis last updated: Saturday, May 4, 2024 at 11:16 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.6423	6.04
$α$	0.1612	8.61
$β$	0.7488	32.39
$γ_{1}$	0.0432	1.16
$γ_{2}$	-0.0664	-1.22
$γ_{3}$	-0.0290	-0.80
$γ_{4}$	0.1125	3.00
$γ_{5}$	-0.1255	-3.45
$γ_{6}$	0.1670	5.11
$γ_{7}$	-0.2095	-5.04
$γ_{8}$	0.1573	4.34

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts